-4.7%
GPN vs BOXX
+18.5%
-23.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.2% |
| 30D | 0.0% | +0.3% | -0.3% | +0.5% |
| 3M | +35.8% | +1.0% | +34.8% | +37.5% |
| 6M | +22.0% | +1.9% | +20.1% | +25.9% |
| YTD | +15.2% | +2.7% | +12.5% | +19.9% |
| 1Y | +3.5% | +4.0% | -0.6% | +9.0% |
| 3Y | -26.9% | +14.7% | -41.6% | +15.9% |
| All | -4.7% | +18.5% | -23.1% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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