-29.7%
GPN vs AS
+120.4%
-150.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | 0.0% |
| 7D | +0.8% | -4.9% | +5.7% | +2.0% |
| 30D | +5.8% | -19.6% | +25.4% | +11.3% |
| 3M | +37.0% | -14.4% | +51.4% | +41.9% |
| 6M | +20.1% | -20.1% | +40.3% | +25.9% |
| YTD | +20.4% | -20.9% | +41.4% | +26.5% |
| 1Y | +7.4% | -21.9% | +29.3% | +12.7% |
| All | -29.7% | +120.4% | -150.0% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling