-44.2%
GPN vs BB
-29.9%
-14.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.3% |
| 7D | -3.5% | -2.1% | -1.4% | -3.2% |
| 30D | +3.1% | -16.0% | +19.2% | +6.3% |
| 3M | +42.3% | -14.5% | +56.8% | +43.6% |
| 6M | +20.9% | +118.6% | -97.7% | -1.3% |
| YTD | +15.2% | +98.9% | -83.7% | -4.0% |
| 1Y | +5.4% | +99.5% | -94.0% | -13.1% |
| 3Y | -27.4% | +65.4% | -92.7% | -41.2% |
| 5Y | -44.2% | -27.6% | -16.6% | -47.7% |
| All | -44.2% | -29.9% | -14.3% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling