+2,600.4%
GPN vs SBAC
+421.1%
+2,179.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.0% |
| 7D | -5.6% | +0.6% | -6.3% | -5.7% |
| 30D | +13.6% | +5.5% | +8.1% | +12.8% |
| 3M | -2.8% | +3.1% | -5.9% | -3.3% |
| 6M | +38.1% | -7.0% | +45.1% | +39.0% |
| YTD | +19.9% | +0.5% | +19.4% | +18.8% |
| 1Y | +23.4% | +0.2% | +23.2% | +22.3% |
| 3Y | -12.6% | -7.4% | -5.3% | -13.1% |
| 5Y | -26.6% | -39.7% | +13.1% | -23.0% |
| 10Y | +40.4% | +112.5% | -72.1% | +28.1% |
| All | +2,600.4% | +421.1% | +2,179.4% | +2,079.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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