-25.8%
GPN vs AS
+134.9%
-160.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | +0.6% | +6.9% | -6.4% | -1.1% |
| 30D | +20.1% | +16.0% | +4.1% | +15.8% |
| 3M | +11.4% | -12.8% | +24.2% | +14.7% |
| 6M | +40.8% | -15.4% | +56.2% | +45.9% |
| YTD | +27.1% | -15.7% | +42.8% | +31.3% |
| 1Y | +29.2% | +6.1% | +23.1% | +26.5% |
| All | -25.8% | +134.9% | -160.6% | -37.8% |
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