-27.1%
GPN vs BTI
+109.4%
-136.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | +35.4% | -8.8% | +44.2% | +37.7% |
| 6M | +21.7% | -4.0% | +25.6% | +22.4% |
| YTD | +14.9% | +0.4% | +14.5% | +14.2% |
| 1Y | +3.2% | +1.9% | +1.3% | +2.3% |
| 3Y | -27.1% | +108.5% | -135.7% | -42.4% |
| All | -27.1% | +109.4% | -136.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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