+7.4%
GPN vs CAPR
+48.7%
-41.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +5.8% | +139.2% | -133.4% | +5.4% |
| 3M | +37.0% | -66.4% | +103.4% | +37.3% |
| 6M | +20.1% | -63.1% | +83.3% | +20.3% |
| YTD | +20.4% | -67.4% | +87.8% | +20.6% |
| 1Y | +7.4% | +58.2% | -50.8% | +3.6% |
| All | +7.4% | +48.7% | -41.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling