-26.9%
GPN vs MTB
+113.5%
-140.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.5% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | +3.1% | -4.6% | +7.7% | +6.0% |
| 3M | +42.3% | +7.4% | +34.9% | +36.4% |
| 6M | +20.9% | +18.7% | +2.2% | +9.0% |
| YTD | +15.2% | +21.1% | -5.8% | +2.9% |
| 1Y | +5.4% | +24.1% | -18.6% | -7.3% |
| All | -26.9% | +113.5% | -140.4% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling