-38.7%
GPN vs MAS
+32.0%
-70.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | +0.8% | -0.8% | +1.5% | +1.2% |
| 30D | +5.8% | -5.6% | +11.3% | +8.6% |
| 3M | +37.0% | +4.4% | +32.5% | +32.7% |
| 6M | +20.1% | +7.2% | +12.9% | +13.4% |
| YTD | +20.4% | +16.1% | +4.3% | +8.1% |
| 1Y | +7.4% | +0.1% | +7.3% | +4.6% |
| 3Y | -26.1% | +28.3% | -54.4% | -38.8% |
| All | -38.7% | +32.0% | -70.8% | -52.3% |
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 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