-27.1%
GPN vs BG
+18.0%
-45.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | -4.6% | +3.1% | -7.7% | -4.8% |
| 30D | -0.3% | +10.2% | -10.5% | -1.0% |
| 3M | +35.4% | -1.7% | +37.1% | +35.8% |
| 6M | +21.7% | +1.0% | +20.7% | +21.2% |
| YTD | +14.9% | +39.9% | -25.0% | +7.7% |
| 1Y | +3.2% | +53.2% | -50.0% | -5.1% |
| 3Y | -27.1% | +16.3% | -43.4% | -30.9% |
| All | -27.1% | +18.0% | -45.1% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling