+5.4%
GPN vs TAP
-18.4%
+23.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.5% | -5.3% | +1.7% | -1.9% |
| 30D | +3.1% | -7.4% | +10.5% | +5.5% |
| 3M | +42.3% | -4.9% | +47.2% | +44.1% |
| 6M | +20.9% | -14.2% | +35.1% | +24.9% |
| YTD | +15.2% | -14.8% | +30.0% | +17.5% |
| 1Y | +5.4% | -18.1% | +23.5% | +10.7% |
| All | +5.4% | -18.4% | +23.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling