+1,088.2%
GPN vs BG
+1,192.5%
-104.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -3.5% | +3.7% | -7.2% | -4.5% |
| 30D | +3.1% | +12.3% | -9.2% | 0.0% |
| 3M | +42.3% | -2.2% | +44.5% | +42.2% |
| 6M | +20.9% | +5.3% | +15.5% | +17.9% |
| YTD | +15.2% | +42.4% | -27.2% | +3.4% |
| 1Y | +5.4% | +55.2% | -49.7% | -7.9% |
| 3Y | -27.4% | +21.0% | -48.4% | -33.3% |
| 5Y | -44.2% | +87.1% | -131.3% | -55.0% |
| 10Y | +27.4% | +169.8% | -142.5% | -11.2% |
| All | +1,088.2% | +1,192.5% | -104.3% | +546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling