-22.7%
GPN vs AR
+79.4%
-102.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | +0.6% | -14.3% | +14.8% | +3.2% |
| 30D | +20.1% | +1.4% | +18.7% | +19.7% |
| 3M | +11.4% | +3.4% | +8.0% | +10.4% |
| 6M | +40.8% | -2.1% | +42.9% | +40.4% |
| YTD | +27.1% | +4.7% | +22.4% | +24.1% |
| 1Y | +29.2% | +10.6% | +18.6% | +24.4% |
| 3Y | -9.4% | +24.6% | -33.9% | -16.6% |
| All | -22.7% | +79.4% | -102.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling