-46.7%
GPN vs ROIV
+298.6%
-345.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | +4.3% | +9.5% | -5.2% | +3.3% |
| 30D | +22.1% | +21.0% | +1.2% | +19.7% |
| 3M | +17.1% | +18.7% | -1.7% | +14.6% |
| 6M | +46.7% | +44.5% | +2.2% | +40.1% |
| YTD | +30.8% | +92.9% | -62.1% | +20.7% |
| 1Y | +31.5% | +100.2% | -68.8% | +20.8% |
| 3Y | -5.1% | +375.0% | -380.2% | -20.7% |
| 5Y | -18.1% | +435.2% | -453.3% | -38.0% |
| All | -46.7% | +298.6% | -345.3% | -56.2% |
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