+25.7%
GPN vs PPG
+26.9%
-1.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -4.3% | -6.2% | +1.9% | -0.5% |
| 30D | 0.0% | -7.9% | +8.0% | +5.2% |
| 3M | +35.8% | -10.2% | +46.0% | +44.6% |
| 6M | +22.0% | +2.7% | +19.3% | +18.6% |
| YTD | +15.2% | +4.9% | +10.3% | +9.4% |
| 1Y | +3.5% | -3.2% | +6.7% | +3.4% |
| 3Y | -26.9% | -17.0% | -9.9% | -20.9% |
| 5Y | -44.2% | -23.3% | -20.9% | -38.2% |
| All | +25.7% | +26.9% | -1.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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