-32.0%
GPN vs BTSG
+382.3%
-414.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.6% | +8.4% | +3.1% |
| 7D | -3.5% | -5.8% | +2.3% | -2.4% |
| 30D | +3.1% | 0.0% | +3.2% | +2.9% |
| 3M | +42.3% | -4.5% | +46.8% | +42.0% |
| 6M | +20.9% | +40.0% | -19.1% | +9.2% |
| YTD | +15.2% | +54.6% | -39.3% | +1.7% |
| 1Y | +5.4% | +106.1% | -100.7% | -13.1% |
| All | -32.0% | +382.3% | -414.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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