+292.6%
GPN vs BTG
+373.5%
-81.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.3% | -3.8% | -0.6% | -4.1% |
| 30D | 0.0% | +3.6% | -3.6% | -0.2% |
| 3M | +35.8% | +32.0% | +3.8% | +33.7% |
| 6M | +22.0% | +3.4% | +18.6% | +21.3% |
| YTD | +15.2% | +20.8% | -5.6% | +13.4% |
| 1Y | +3.5% | +22.4% | -18.9% | +1.6% |
| 3Y | -26.9% | +91.7% | -118.7% | -30.4% |
| 5Y | -44.2% | +79.0% | -123.2% | -46.9% |
| 10Y | +27.3% | +152.6% | -125.2% | +18.3% |
| All | +292.6% | +373.5% | -81.0% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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