-28.2%
GPN vs BUD
+44.4%
-72.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.1% |
| 7D | -6.2% | -1.3% | -4.9% | -5.9% |
| 30D | +1.0% | -6.1% | +7.2% | +2.6% |
| 3M | +36.9% | -3.8% | +40.6% | +38.0% |
| 6M | +16.8% | +8.2% | +8.6% | +14.2% |
| YTD | +13.2% | +23.6% | -10.3% | +5.7% |
| 1Y | +1.4% | +33.4% | -32.0% | -7.5% |
| All | -28.2% | +44.4% | -72.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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