+2,449.8%
GPN vs MTB
+620.8%
+1,828.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -6.2% | +1.1% | -7.3% | -6.7% |
| 30D | +1.0% | -4.6% | +5.7% | +3.0% |
| 3M | +36.9% | +6.3% | +30.6% | +33.6% |
| 6M | +16.8% | +15.6% | +1.2% | +10.1% |
| YTD | +13.2% | +20.6% | -7.3% | +4.9% |
| 1Y | +1.4% | +22.5% | -21.1% | -6.7% |
| 3Y | -28.6% | +114.4% | -143.1% | -48.0% |
| 5Y | -47.0% | +101.9% | -148.9% | -61.2% |
| 10Y | +25.2% | +170.4% | -145.3% | -22.3% |
| All | +2,449.8% | +620.8% | +1,828.9% | +888.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling