-9.4%
GPN vs MAS
+58.1%
-67.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.5% | +3.4% |
| 7D | +0.6% | +2.0% | -1.4% | -0.5% |
| 30D | +20.1% | +19.4% | +0.7% | +10.5% |
| 3M | +11.4% | +9.4% | +2.0% | +6.3% |
| 6M | +40.8% | +15.3% | +25.5% | +30.0% |
| YTD | +27.1% | +31.3% | -4.2% | +7.7% |
| 1Y | +29.2% | +34.9% | -5.7% | +7.9% |
| 3Y | -9.4% | +58.6% | -68.0% | -32.3% |
| All | -9.4% | +58.1% | -67.5% | -32.3% |
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