+2,487.0%
GPN vs PPG
+780.9%
+1,706.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | -6.2% | +1.7% | -1.2% |
| 30D | -0.3% | -7.9% | +7.7% | +4.3% |
| 3M | +35.4% | -10.2% | +45.7% | +43.3% |
| 6M | +21.7% | +2.7% | +19.0% | +18.8% |
| YTD | +14.9% | +4.9% | +10.0% | +10.1% |
| 1Y | +3.2% | -3.2% | +6.4% | +3.4% |
| 3Y | -27.1% | -17.0% | -10.1% | -21.4% |
| 5Y | -44.4% | -23.3% | -21.0% | -38.5% |
| 10Y | +27.0% | +26.4% | +0.6% | +3.9% |
| All | +2,487.0% | +780.9% | +1,706.1% | +752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling