+25.7%
GPN vs ROP
+135.7%
-110.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.1% |
| 7D | -3.5% | -8.0% | +4.5% | +2.5% |
| 30D | +3.1% | -2.7% | +5.9% | +5.0% |
| 3M | +42.3% | +16.6% | +25.7% | +26.0% |
| 6M | +20.9% | +10.4% | +10.5% | +10.9% |
| YTD | +15.2% | -12.1% | +27.3% | +25.0% |
| 1Y | +5.4% | -23.6% | +29.1% | +27.0% |
| 3Y | -27.4% | -19.3% | -8.1% | -16.6% |
| 5Y | -44.2% | -15.4% | -28.8% | -39.1% |
| All | +25.7% | +135.7% | -110.0% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling