+2,494.6%
GPN vs AU
+1,031.4%
+1,463.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +2.0% |
| 7D | -3.5% | -7.0% | +3.5% | -3.1% |
| 30D | +3.1% | +7.3% | -4.1% | +2.6% |
| 3M | +42.3% | +33.2% | +9.1% | +39.5% |
| 6M | +20.9% | -0.6% | +21.5% | +20.3% |
| YTD | +15.2% | +26.2% | -10.9% | +12.7% |
| 1Y | +5.4% | +68.3% | -62.8% | +1.0% |
| 3Y | -27.4% | +592.1% | -619.5% | -37.3% |
| 5Y | -44.2% | +685.3% | -729.5% | -52.9% |
| 10Y | +27.4% | +682.5% | -655.2% | +3.7% |
| All | +2,494.6% | +1,031.4% | +1,463.2% | +1,853.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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