+21.7%
GPN vs PR
+87.5%
-65.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -2.7% |
| 7D | +15.0% | -12.1% | +27.1% | +13.2% |
| 30D | +16.9% | +0.9% | +16.0% | +17.2% |
| 3M | +9.2% | +10.1% | -0.9% | +11.2% |
| 6M | +34.7% | +1.1% | +33.6% | +38.5% |
| YTD | +25.4% | +63.7% | -38.3% | +25.5% |
| 1Y | +21.7% | +87.0% | -65.3% | +25.7% |
| All | +21.7% | +87.5% | -65.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling