+46.6%
GPN vs TAP
-46.0%
+92.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.0% |
| 7D | -5.6% | +1.3% | -6.9% | -6.1% |
| 30D | +13.6% | +5.7% | +7.9% | +11.0% |
| 3M | -2.8% | -1.9% | -0.9% | -2.4% |
| 6M | +38.1% | +0.9% | +37.1% | +37.0% |
| YTD | +19.9% | -9.5% | +29.4% | +23.0% |
| 1Y | +23.4% | -9.0% | +32.4% | +26.1% |
| 3Y | -12.6% | -22.2% | +9.6% | -6.3% |
| 5Y | -26.6% | +1.2% | -27.8% | -31.0% |
| All | +46.6% | -46.0% | +92.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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