+46.6%
GPN vs RVTY
+211.6%
-165.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.9% |
| 7D | -5.6% | -0.5% | -5.2% | -5.5% |
| 30D | +13.6% | +1.5% | +12.1% | +11.9% |
| 3M | -2.8% | +31.5% | -34.3% | -15.3% |
| 6M | +38.1% | +62.7% | -24.6% | +8.2% |
| YTD | +19.9% | +60.0% | -40.1% | -6.3% |
| 1Y | +23.4% | +65.7% | -42.3% | -5.3% |
| 3Y | -12.6% | +85.2% | -97.8% | -38.8% |
| 5Y | -26.6% | -14.9% | -11.7% | -27.6% |
| All | +46.6% | +211.6% | -165.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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