+25.3%
GPN vs MTB
+173.8%
-148.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -0.3% | -4.8% | +4.5% | +2.2% |
| 3M | +35.4% | +6.0% | +29.5% | +31.6% |
| 6M | +21.7% | +19.6% | +2.0% | +11.2% |
| YTD | +14.9% | +21.5% | -6.6% | +4.2% |
| 1Y | +3.2% | +24.7% | -21.5% | -7.8% |
| 3Y | -27.1% | +108.6% | -135.7% | -49.9% |
| 5Y | -44.4% | +106.7% | -151.1% | -62.8% |
| All | +25.3% | +173.8% | -148.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling