-26.7%
GPN vs CAPR
+42.0%
-68.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -3.4% |
| 7D | -0.7% | -9.5% | +8.8% | -0.7% |
| 30D | +3.8% | +121.5% | -117.7% | +3.4% |
| 3M | +39.2% | -65.4% | +104.5% | +39.5% |
| 6M | +17.9% | -67.5% | +85.4% | +18.1% |
| YTD | +16.4% | -68.6% | +85.0% | +16.6% |
| 1Y | +3.6% | +42.7% | -39.0% | +1.5% |
| 3Y | -26.7% | +43.4% | -70.0% | -30.3% |
| All | -26.7% | +42.0% | -68.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling