+2,491.4%
GPN vs APD
+1,622.2%
+869.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.3% | -12.3% | -12.2% |
| 7D | -7.1% | +2.2% | -9.3% | -8.2% |
| 30D | +7.7% | +9.4% | -1.7% | +3.0% |
| 3M | -0.1% | +4.7% | -4.8% | -2.4% |
| 6M | +29.4% | +5.5% | +23.9% | +25.3% |
| YTD | +15.1% | +31.4% | -16.3% | -0.9% |
| 1Y | +15.4% | +24.1% | -8.7% | +2.0% |
| 3Y | -16.5% | +28.8% | -45.3% | -29.7% |
| 5Y | -29.6% | +15.8% | -45.3% | -38.9% |
| 10Y | +34.7% | +191.6% | -156.9% | -25.8% |
| All | +2,491.4% | +1,622.2% | +869.2% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling