+2,520.1%
GPN vs BB
-19.0%
+2,539.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.7% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +3.8% | -12.4% | +16.2% | +5.6% |
| 3M | +39.2% | -15.3% | +54.5% | +40.7% |
| 6M | +17.9% | +128.8% | -110.9% | +2.5% |
| YTD | +16.4% | +107.7% | -91.3% | +2.6% |
| 1Y | +3.6% | +103.9% | -100.3% | -8.9% |
| 3Y | -26.7% | +72.6% | -99.3% | -36.6% |
| 5Y | -44.8% | -24.3% | -20.5% | -48.0% |
| 10Y | +24.1% | +3.1% | +21.0% | -2.5% |
| All | +2,520.1% | -19.0% | +2,539.1% | +1,456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling