-32.0%
GPN vs AS
+114.1%
-146.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -2.7% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | +3.8% | -22.1% | +26.0% | +10.1% |
| 3M | +39.2% | -15.3% | +54.5% | +44.5% |
| 6M | +17.9% | -15.6% | +33.4% | +22.1% |
| YTD | +16.4% | -23.2% | +39.5% | +23.1% |
| 1Y | +3.6% | -21.7% | +25.3% | +8.8% |
| All | -32.0% | +114.1% | -146.1% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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