-50.9%
GPN vs ROIV
+232.7%
-283.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +5.8% | +1.0% | +4.8% | +5.6% |
| 3M | +37.0% | +18.3% | +18.7% | +34.2% |
| 6M | +20.1% | +18.3% | +1.8% | +17.5% |
| YTD | +20.4% | +61.0% | -40.6% | +13.7% |
| 1Y | +7.4% | +177.9% | -170.5% | -4.6% |
| 3Y | -26.1% | +199.1% | -225.2% | -35.7% |
| 5Y | -38.5% | +250.7% | -289.2% | -49.4% |
| All | -50.9% | +232.7% | -283.6% | -58.8% |
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