+2,520.1%
GPN vs GAP
+40.1%
+2,480.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | +3.8% | +9.3% | -5.5% | +1.1% |
| 3M | +39.2% | +6.1% | +33.1% | +36.5% |
| 6M | +17.9% | -2.3% | +20.2% | +17.1% |
| YTD | +16.4% | -10.6% | +26.9% | +17.7% |
| 1Y | +3.6% | -4.4% | +8.1% | +2.6% |
| 3Y | -26.7% | +118.3% | -145.0% | -45.7% |
| 5Y | -44.8% | +12.2% | -57.0% | -54.3% |
| 10Y | +24.1% | +33.7% | -9.6% | -18.5% |
| All | +2,520.1% | +40.1% | +2,480.0% | +1,198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling