-43.8%
GPN vs MTB
+104.1%
-148.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +35.4% | +6.0% | +29.5% | +31.4% |
| 6M | +21.7% | +19.6% | +2.0% | +10.6% |
| YTD | +14.9% | +21.5% | -6.6% | +3.7% |
| 1Y | +3.2% | +24.7% | -21.5% | -8.3% |
| 3Y | -27.1% | +108.6% | -135.7% | -49.9% |
| All | -43.8% | +104.1% | -148.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling