-28.2%
GPN vs ROP
-18.8%
-9.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -1.8% |
| 7D | -6.2% | -6.1% | -0.1% | -2.2% |
| 30D | +1.0% | -3.4% | +4.4% | +3.2% |
| 3M | +36.9% | +16.7% | +20.2% | +22.0% |
| 6M | +16.8% | +8.1% | +8.7% | +9.6% |
| YTD | +13.2% | -11.7% | +24.9% | +22.2% |
| 1Y | +1.4% | -24.2% | +25.7% | +22.6% |
| All | -28.2% | -18.8% | -9.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling