+25.7%
GPN vs BG
+166.7%
-141.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -4.3% | +3.1% | -7.4% | -5.2% |
| 30D | 0.0% | +10.2% | -10.2% | -3.0% |
| 3M | +35.8% | -1.7% | +37.5% | +35.6% |
| 6M | +22.0% | +1.0% | +21.0% | +20.1% |
| YTD | +15.2% | +39.9% | -24.7% | +1.5% |
| 1Y | +3.5% | +53.2% | -49.7% | -12.0% |
| 3Y | -26.9% | +16.3% | -43.2% | -33.1% |
| 5Y | -44.2% | +83.9% | -128.1% | -57.8% |
| All | +25.7% | +166.7% | -141.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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