+406.6%
GPN vs CAPR
-99.0%
+505.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.9% | +11.1% | +4.3% |
| 7D | -5.6% | +5.9% | -11.5% | -5.8% |
| 30D | +13.6% | +44.6% | -31.0% | +13.0% |
| 3M | -2.8% | +126.4% | -129.2% | -4.2% |
| 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% | +17.5% |
| 3Y | -12.6% | +235.6% | -248.2% | -19.3% |
| 5Y | -26.6% | +175.4% | -202.0% | -32.5% |
| 10Y | +40.4% | -65.0% | +105.4% | +24.3% |
| All | +406.6% | -99.0% | +505.6% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling