-33.2%
GPN vs BTSG
+416.6%
-449.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -6.2% | +2.9% | -9.1% | -6.8% |
| 30D | +1.0% | +0.9% | +0.2% | +0.7% |
| 3M | +36.9% | +1.6% | +35.3% | +35.0% |
| 6M | +16.8% | +46.8% | -30.0% | +4.6% |
| YTD | +13.2% | +65.5% | -52.3% | -1.4% |
| 1Y | +1.4% | +136.2% | -134.8% | -18.9% |
| All | -33.2% | +416.6% | -449.8% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling