+2,690.9%
GPN vs MAS
+612.0%
+2,078.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | +0.1% |
| 7D | +10.8% | +4.6% | +6.3% | +8.9% |
| 30D | +16.1% | +19.9% | -3.8% | +8.6% |
| 3M | +8.9% | +8.9% | 0.0% | +5.2% |
| 6M | +37.6% | +20.2% | +17.5% | +27.7% |
| YTD | +23.9% | +33.9% | -9.9% | +9.5% |
| 1Y | +21.5% | +34.7% | -13.2% | +7.2% |
| 3Y | -13.7% | +60.4% | -74.1% | -29.0% |
| 5Y | -27.0% | +43.5% | -70.4% | -38.1% |
| 10Y | +42.4% | +226.7% | -184.3% | -8.8% |
| All | +2,690.9% | +612.0% | +2,078.9% | +1,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling