+2,611.5%
GPN vs APD
+1,530.2%
+1,081.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +0.8% | -2.2% | +3.0% | +1.9% |
| 30D | +5.8% | +2.1% | +3.7% | +4.6% |
| 3M | +37.0% | +7.2% | +29.8% | +32.0% |
| 6M | +20.1% | +11.2% | +8.9% | +12.8% |
| YTD | +20.4% | +24.4% | -4.0% | +6.7% |
| 1Y | +7.4% | +6.7% | +0.8% | +2.2% |
| 3Y | -26.1% | +9.2% | -35.4% | -32.7% |
| 5Y | -38.5% | +27.4% | -65.9% | -49.3% |
| 10Y | +28.4% | +164.8% | -136.4% | -25.9% |
| All | +2,611.5% | +1,530.2% | +1,081.3% | +600.2% |
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