-26.7%
GPN vs AR
+44.7%
-71.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | +3.8% | +12.6% | -8.8% | +2.0% |
| 3M | +39.2% | +10.0% | +29.1% | +36.9% |
| 6M | +17.9% | +0.6% | +17.2% | +17.0% |
| YTD | +16.4% | +13.4% | +2.9% | +12.6% |
| 1Y | +3.6% | +21.7% | -18.1% | -1.7% |
| 3Y | -26.7% | +45.8% | -72.5% | -31.6% |
| All | -26.7% | +44.7% | -71.4% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling