+25.3%
GPN vs BB
+1.6%
+23.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -0.3% | -12.5% | +12.3% | +1.7% |
| 3M | +35.4% | -17.4% | +52.9% | +37.5% |
| 6M | +21.7% | +119.1% | -97.5% | +3.8% |
| YTD | +14.9% | +102.4% | -87.5% | -0.6% |
| 1Y | +3.2% | +98.2% | -95.0% | -11.0% |
| 3Y | -27.1% | +46.9% | -74.1% | -37.0% |
| 5Y | -44.4% | -26.4% | -18.0% | -48.6% |
| All | +25.3% | +1.6% | +23.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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