+40.7%
GPN vs MAS
+214.3%
-173.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.5% | -11.5% | -11.7% |
| 7D | -7.1% | +1.2% | -8.3% | -7.8% |
| 30D | +7.7% | +21.6% | -13.9% | -3.6% |
| 3M | -0.1% | +14.1% | -14.2% | -7.6% |
| 6M | +29.4% | +22.6% | +6.8% | +13.7% |
| YTD | +15.1% | +35.4% | -20.4% | -6.3% |
| 1Y | +15.4% | +37.5% | -22.0% | -6.8% |
| 3Y | -16.5% | +58.3% | -74.9% | -39.5% |
| 5Y | -29.6% | +39.1% | -68.7% | -46.3% |
| All | +40.7% | +214.3% | -173.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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