+25.7%
GPN vs CAPR
-78.4%
+104.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -4.3% | -11.0% | +6.6% | -4.1% |
| 30D | 0.0% | +99.8% | -99.8% | -1.6% |
| 3M | +35.8% | -66.6% | +102.4% | +36.7% |
| 6M | +22.0% | -75.1% | +97.1% | +23.4% |
| YTD | +15.2% | -71.0% | +86.2% | +16.1% |
| 1Y | +3.5% | +30.0% | -26.5% | -3.1% |
| 3Y | -26.9% | +29.0% | -55.9% | -34.3% |
| 5Y | -44.2% | +70.8% | -115.0% | -51.0% |
| All | +25.7% | -78.4% | +104.1% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling