-22.6%
GPN vs AS
+137.8%
-160.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.8% | +4.4% |
| 7D | +3.7% | +4.5% | -0.8% | +2.4% |
| 30D | +23.6% | +13.2% | +10.4% | +19.8% |
| 3M | +18.3% | -11.9% | +30.2% | +21.5% |
| 6M | +47.8% | -11.6% | +59.4% | +51.5% |
| YTD | +32.6% | -14.7% | +47.3% | +36.5% |
| 1Y | +36.0% | +5.7% | +30.3% | +33.2% |
| All | -22.6% | +137.8% | -160.3% | -35.4% |
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