+44.0%
GPN vs MAS
+214.9%
-170.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.4% |
| 7D | +0.6% | +2.4% | -1.8% | -1.0% |
| 30D | +20.1% | +19.8% | +0.3% | +8.5% |
| 3M | +11.4% | +9.8% | +1.5% | +5.1% |
| 6M | +40.8% | +15.8% | +25.0% | +27.9% |
| YTD | +27.1% | +31.8% | -4.7% | +5.2% |
| 1Y | +29.2% | +35.4% | -6.2% | +5.3% |
| 3Y | -9.4% | +59.2% | -68.6% | -34.5% |
| 5Y | -25.1% | +41.2% | -66.4% | -43.5% |
| All | +44.0% | +214.9% | -170.9% | -33.8% |
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