-22.6%
GPN vs MAS
+47.3%
-69.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -1.9% |
| 7D | -1.9% | +3.3% | -5.1% | -3.8% |
| 30D | +18.9% | +25.5% | -6.5% | +5.5% |
| 3M | +13.8% | +11.8% | +2.1% | +6.9% |
| 6M | +42.3% | +21.3% | +20.9% | +26.8% |
| YTD | +27.6% | +37.7% | -10.2% | +4.0% |
| 1Y | +30.3% | +41.0% | -10.7% | +4.8% |
| 3Y | -5.8% | +63.0% | -68.8% | -32.3% |
| 5Y | -22.6% | +44.1% | -66.7% | -43.8% |
| All | -22.6% | +47.3% | -69.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling