+2,611.5%
GPN vs MAS
+517.5%
+2,094.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | +0.8% | -0.8% | +1.5% | +1.1% |
| 30D | +5.8% | -5.6% | +11.3% | +7.8% |
| 3M | +37.0% | +4.4% | +32.5% | +34.2% |
| 6M | +20.1% | +7.2% | +12.9% | +15.7% |
| YTD | +20.4% | +16.1% | +4.3% | +12.3% |
| 1Y | +7.4% | +0.1% | +7.3% | +5.8% |
| 3Y | -26.1% | +28.3% | -54.4% | -34.1% |
| 5Y | -38.5% | +30.5% | -69.0% | -46.0% |
| 10Y | +28.4% | +139.1% | -110.7% | -8.9% |
| All | +2,611.5% | +517.5% | +2,094.0% | +1,027.8% |
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 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