+21.5%
GPN vs ROP
+10.8%
+10.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +10.8% | +9.2% | +1.6% | +5.2% |
| 30D | +16.1% | +35.5% | -19.4% | -3.0% |
| 3M | +8.9% | +24.4% | -15.6% | -4.6% |
| 6M | +37.6% | +38.0% | -0.4% | +13.0% |
| YTD | +23.9% | +11.1% | +12.9% | +13.0% |
| 1Y | +21.5% | +10.9% | +10.6% | +10.9% |
| All | +21.5% | +10.8% | +10.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling