-11.6%
GPN vs MAS
+61.2%
-72.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | +0.4% |
| 7D | +10.8% | +4.6% | +6.3% | +8.4% |
| 30D | +16.1% | +19.9% | -3.8% | +6.6% |
| 3M | +8.9% | +8.9% | 0.0% | +4.2% |
| 6M | +37.6% | +20.2% | +17.5% | +24.7% |
| YTD | +23.9% | +33.9% | -9.9% | +4.2% |
| 1Y | +21.5% | +34.7% | -13.2% | +1.8% |
| All | -11.6% | +61.2% | -72.8% | -34.5% |
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 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