+25.3%
GPN vs GAP
+31.2%
-5.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.0% |
| 7D | -4.6% | -4.1% | -0.5% | -3.7% |
| 30D | -0.3% | +6.2% | -6.5% | -2.0% |
| 3M | +35.4% | -0.7% | +36.1% | +35.0% |
| 6M | +21.7% | -7.1% | +28.8% | +22.3% |
| YTD | +14.9% | -14.1% | +29.0% | +17.2% |
| 1Y | +3.2% | -8.5% | +11.7% | +3.2% |
| 3Y | -27.1% | +115.4% | -142.5% | -45.2% |
| 5Y | -44.4% | +9.8% | -54.2% | -53.5% |
| All | +25.3% | +31.2% | -5.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling