+25.7%
GPN vs RSG
+428.9%
-403.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | 0.0% | +4.0% | -3.9% | -2.8% |
| 3M | +35.8% | +7.4% | +28.4% | +28.8% |
| 6M | +22.0% | +0.1% | +21.9% | +20.4% |
| YTD | +15.2% | +6.0% | +9.2% | +8.4% |
| 1Y | +3.5% | -3.0% | +6.5% | +4.0% |
| 3Y | -26.9% | +56.5% | -83.4% | -50.5% |
| 5Y | -44.2% | +90.9% | -135.1% | -69.1% |
| All | +25.7% | +428.9% | -403.2% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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