-44.8%
GPN vs AR
+140.6%
-185.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.4% |
| 30D | +3.8% | +12.6% | -8.8% | +1.6% |
| 3M | +39.2% | +10.0% | +29.1% | +36.4% |
| 6M | +17.9% | +0.6% | +17.2% | +16.8% |
| YTD | +16.4% | +13.4% | +2.9% | +12.3% |
| 1Y | +3.6% | +21.7% | -18.1% | -1.8% |
| 3Y | -26.7% | +45.8% | -72.5% | -34.4% |
| 5Y | -44.8% | +144.3% | -189.0% | -55.4% |
| All | -44.8% | +140.6% | -185.4% | -55.4% |
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