+49.4%
GPN vs RACE
+647.6%
-598.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | +0.8% | -2.5% | +3.3% | +2.0% |
| 30D | +5.8% | +0.8% | +5.0% | +5.2% |
| 3M | +37.0% | +17.2% | +19.8% | +26.7% |
| 6M | +20.1% | +13.6% | +6.6% | +12.4% |
| YTD | +20.4% | +12.2% | +8.2% | +12.4% |
| 1Y | +7.4% | -16.3% | +23.7% | +14.3% |
| 3Y | -26.1% | +36.4% | -62.6% | -41.1% |
| 5Y | -38.5% | +95.0% | -133.5% | -60.6% |
| 10Y | +28.4% | +813.2% | -784.8% | -54.5% |
| All | +49.4% | +647.6% | -598.2% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling