+421.1%
GPN vs BUD
+201.1%
+220.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +5.8% | -5.7% | +11.5% | +8.5% |
| 3M | +37.0% | +3.1% | +33.9% | +34.9% |
| 6M | +20.1% | +7.9% | +12.3% | +15.3% |
| YTD | +20.4% | +27.3% | -6.9% | +6.7% |
| 1Y | +7.4% | +37.8% | -30.4% | -8.3% |
| 3Y | -26.1% | +49.8% | -76.0% | -40.7% |
| 5Y | -38.5% | +43.8% | -82.4% | -50.4% |
| 10Y | +28.4% | -22.6% | +51.0% | +25.1% |
| All | +421.1% | +201.1% | +220.0% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling