-12.6%
GPN vs MAS
+59.7%
-72.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -5.6% | +3.0% | -8.6% | -7.0% |
| 30D | +13.6% | +22.4% | -8.8% | +3.2% |
| 3M | -2.8% | +14.5% | -17.3% | -9.0% |
| 6M | +38.1% | +27.1% | +10.9% | +21.7% |
| YTD | +19.9% | +35.8% | -15.8% | +0.1% |
| 1Y | +23.4% | +39.4% | -16.0% | +1.4% |
| 3Y | -12.6% | +60.3% | -72.9% | -34.1% |
| All | -12.6% | +59.7% | -72.4% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling