+408.6%
GPN vs CAPR
-99.1%
+507.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +5.8% | +139.2% | -133.4% | +4.4% |
| 3M | +37.0% | -66.4% | +103.4% | +37.6% |
| 6M | +20.1% | -63.1% | +83.3% | +20.5% |
| YTD | +20.4% | -67.4% | +87.8% | +20.9% |
| 1Y | +7.4% | +58.2% | -50.8% | +2.4% |
| 3Y | -26.1% | +42.2% | -68.3% | -30.8% |
| 5Y | -38.5% | +87.3% | -125.8% | -43.1% |
| 10Y | +28.4% | -75.3% | +103.7% | +14.0% |
| All | +408.6% | -99.1% | +507.7% | +355.0% |
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