-47.0%
GPN vs CAPR
+76.3%
-123.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +2.0% | -2.6% |
| 7D | -6.2% | -12.6% | +6.4% | -6.1% |
| 30D | +1.0% | +124.4% | -123.4% | +0.1% |
| 3M | +36.9% | -66.8% | +103.7% | +37.4% |
| 6M | +16.8% | -71.8% | +88.6% | +17.4% |
| YTD | +13.2% | -70.1% | +83.3% | +13.7% |
| 1Y | +1.4% | +33.3% | -31.9% | -2.3% |
| 3Y | -28.6% | +36.7% | -65.4% | -35.4% |
| 5Y | -47.0% | +72.5% | -119.4% | -55.9% |
| All | -47.0% | +76.3% | -123.3% | -55.9% |
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