+29.5%
GPN vs PR
+169.5%
-140.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.6% |
| 30D | +5.8% | +18.0% | -12.3% | +4.5% |
| 3M | +37.0% | +16.9% | +20.1% | +35.2% |
| 6M | +20.1% | +28.2% | -8.1% | +17.6% |
| YTD | +20.4% | +69.3% | -48.9% | +15.4% |
| 1Y | +7.4% | +69.5% | -62.1% | +2.8% |
| 3Y | -26.1% | +81.7% | -107.8% | -30.0% |
| 5Y | -38.5% | +422.2% | -460.8% | -45.7% |
| 10Y | +28.4% | +110.4% | -82.0% | +26.2% |
| All | +29.5% | +169.5% | -140.0% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling