-26.7%
GPN vs CAPR
+172.3%
-199.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.9% | +11.1% | +4.3% |
| 7D | -5.6% | +5.9% | -11.5% | -5.7% |
| 30D | +13.6% | +44.6% | -31.0% | +13.2% |
| 3M | -2.8% | +126.4% | -129.2% | -3.8% |
| 6M | +38.1% | -68.6% | +106.6% | +38.6% |
| YTD | +19.9% | -67.0% | +86.9% | +20.2% |
| 1Y | +23.4% | +65.2% | -41.8% | +18.3% |
| 3Y | -12.6% | +235.6% | -248.2% | -25.6% |
| All | -26.7% | +172.3% | -199.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling