-28.2%
GPN vs TAP
-33.0%
+4.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -6.2% | -5.1% | -1.2% | -4.5% |
| 30D | +1.0% | -8.4% | +9.5% | +4.2% |
| 3M | +36.9% | -3.9% | +40.8% | +38.8% |
| 6M | +16.8% | -14.4% | +31.2% | +22.7% |
| YTD | +13.2% | -14.7% | +28.0% | +18.2% |
| 1Y | +1.4% | -18.7% | +20.1% | +7.7% |
| All | -28.2% | -33.0% | +4.8% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling