-26.9%
GPN vs BB
+62.2%
-89.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.1% |
| 7D | -3.5% | -2.1% | -1.4% | -3.3% |
| 30D | +3.1% | -16.0% | +19.2% | +5.5% |
| 3M | +42.3% | -14.5% | +56.8% | +43.0% |
| 6M | +20.9% | +118.6% | -97.7% | +2.6% |
| YTD | +15.2% | +98.9% | -83.7% | -0.7% |
| 1Y | +5.4% | +99.5% | -94.0% | -9.9% |
| All | -26.9% | +62.2% | -89.1% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling