-32.8%
GPN vs AS
+125.3%
-158.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.9% | -9.1% | -11.3% |
| 7D | -7.1% | -3.6% | -3.5% | -6.3% |
| 30D | +7.7% | +3.4% | +4.3% | +6.8% |
| 3M | -0.1% | -8.6% | +8.5% | +1.9% |
| 6M | +29.4% | -10.0% | +39.4% | +32.4% |
| YTD | +15.1% | -19.2% | +34.2% | +20.2% |
| 1Y | +15.4% | -3.8% | +19.2% | +15.8% |
| All | -32.8% | +125.3% | -158.1% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling