-44.8%
GPN vs ROIV
+316.9%
-361.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.8% | -22.1% | -5.3% |
| 7D | -0.7% | +20.2% | -20.9% | -2.8% |
| 30D | +3.8% | +14.1% | -10.3% | +2.2% |
| 3M | +39.2% | +45.6% | -6.4% | +33.2% |
| 6M | +17.9% | +44.1% | -26.3% | +12.8% |
| YTD | +16.4% | +91.2% | -74.8% | +7.7% |
| 1Y | +3.6% | +221.3% | -217.7% | -9.4% |
| 3Y | -26.7% | +229.2% | -255.9% | -37.0% |
| 5Y | -44.8% | +316.5% | -361.2% | -57.4% |
| All | -44.8% | +316.9% | -361.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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