+46.7%
GPN vs APD
+7.3%
+39.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +22.1% | +11.0% | +11.1% | +18.7% |
| 3M | +17.1% | +2.6% | +14.5% | +16.5% |
| 6M | +46.7% | +4.8% | +41.9% | +32.7% |
| All | +46.7% | +7.3% | +39.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling