-44.8%
GPN vs RACE
+92.4%
-137.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | +3.8% | -1.5% | +5.4% | +4.4% |
| 3M | +39.2% | +15.5% | +23.7% | +31.0% |
| 6M | +17.9% | +17.3% | +0.6% | +10.0% |
| YTD | +16.4% | +11.1% | +5.2% | +10.1% |
| 1Y | +3.6% | -14.3% | +17.9% | +8.3% |
| 3Y | -26.7% | +40.2% | -66.8% | -42.2% |
| 5Y | -44.8% | +92.6% | -137.3% | -65.5% |
| All | -44.8% | +92.4% | -137.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling