-49.3%
GPN vs RPRX
+57.8%
-107.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -1.8% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | +3.8% | +7.2% | -3.3% | +1.6% |
| 3M | +39.2% | +10.9% | +28.3% | +34.6% |
| 6M | +17.9% | +34.6% | -16.7% | +7.3% |
| YTD | +16.4% | +59.0% | -42.6% | +0.5% |
| 1Y | +3.6% | +72.5% | -68.9% | -13.1% |
| 3Y | -26.7% | +124.1% | -150.8% | -44.4% |
| 5Y | -44.8% | +75.9% | -120.7% | -53.8% |
| All | -49.3% | +57.8% | -107.1% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling