+24.1%
GPN vs PR
+101.2%
-77.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | +3.8% | +17.4% | -13.5% | +2.6% |
| 3M | +39.2% | +21.8% | +17.4% | +36.9% |
| 6M | +17.9% | +27.6% | -9.7% | +15.4% |
| YTD | +16.4% | +71.4% | -55.1% | +11.4% |
| 1Y | +3.6% | +78.3% | -74.7% | -1.2% |
| 3Y | -26.7% | +85.5% | -112.2% | -30.7% |
| 5Y | -44.8% | +422.7% | -467.4% | -51.3% |
| 10Y | +24.1% | +87.1% | -63.0% | +22.9% |
| All | +24.1% | +101.2% | -77.1% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling