-48.0%
GPN vs ROIV
+287.3%
-335.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.1% |
| 7D | -1.9% | +13.3% | -15.2% | -3.1% |
| 30D | +18.9% | +14.8% | +4.2% | +17.2% |
| 3M | +13.8% | +11.9% | +1.9% | +12.1% |
| 6M | +42.3% | +42.4% | -0.2% | +36.0% |
| YTD | +27.6% | +87.4% | -59.8% | +18.1% |
| 1Y | +30.3% | +97.2% | -67.0% | +19.9% |
| 3Y | -5.8% | +375.7% | -381.5% | -21.2% |
| 5Y | -22.6% | +379.0% | -401.6% | -41.1% |
| All | -48.0% | +287.3% | -335.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling