+25.7%
GPN vs TAP
-50.5%
+76.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.5% | -5.3% | +1.7% | -1.5% |
| 30D | +3.1% | -7.4% | +10.5% | +6.2% |
| 3M | +42.3% | -4.9% | +47.2% | +45.1% |
| 6M | +20.9% | -14.2% | +35.1% | +27.5% |
| YTD | +15.2% | -14.8% | +30.0% | +21.3% |
| 1Y | +5.4% | -18.1% | +23.5% | +12.4% |
| 3Y | -27.4% | -32.7% | +5.3% | -17.5% |
| 5Y | -44.2% | -0.5% | -43.7% | -47.3% |
| All | +25.7% | -50.5% | +76.2% | +33.2% |
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