+25.7%
GPN vs BRKR
+155.3%
-129.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -8.7% | +4.3% | -1.3% |
| 30D | 0.0% | -9.9% | +9.9% | +3.4% |
| 3M | +35.8% | -3.1% | +38.9% | +33.2% |
| 6M | +22.0% | +45.5% | -23.5% | 0.0% |
| YTD | +15.2% | +13.7% | +1.5% | +3.4% |
| 1Y | +3.5% | +67.4% | -63.9% | -21.5% |
| 3Y | -26.9% | -13.2% | -13.7% | -33.0% |
| 5Y | -44.2% | -39.5% | -4.7% | -41.6% |
| All | +25.7% | +155.3% | -129.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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