-49.9%
GPN vs RPRX
+52.7%
-102.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -8.4% | +3.8% | -2.1% |
| 30D | -0.3% | -0.6% | +0.4% | -0.2% |
| 3M | +35.4% | +6.4% | +29.0% | +32.5% |
| 6M | +21.7% | +26.6% | -4.9% | +12.7% |
| YTD | +14.9% | +53.8% | -38.9% | +0.1% |
| 1Y | +3.2% | +62.8% | -59.6% | -11.9% |
| 3Y | -27.1% | +118.0% | -145.2% | -44.4% |
| 5Y | -44.4% | +71.2% | -115.6% | -53.1% |
| All | -49.9% | +52.7% | -102.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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