+25.3%
GPN vs AR
+41.9%
-16.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | -0.3% | +2.5% | -2.8% | -0.6% |
| 3M | +35.4% | +12.3% | +23.1% | +33.3% |
| 6M | +21.7% | -3.1% | +24.8% | +21.5% |
| YTD | +14.9% | +11.5% | +3.4% | +12.6% |
| 1Y | +3.2% | +17.0% | -13.8% | +0.2% |
| 3Y | -27.1% | +47.3% | -74.4% | -32.0% |
| 5Y | -44.4% | +141.2% | -185.6% | -51.4% |
| All | +25.3% | +41.9% | -16.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling