+2,611.5%
GPN vs TAP
+129.6%
+2,481.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.8% | -2.3% | +3.1% | +1.6% |
| 30D | +5.8% | -2.1% | +7.9% | +6.5% |
| 3M | +37.0% | +6.6% | +30.4% | +34.0% |
| 6M | +20.1% | -11.5% | +31.6% | +24.6% |
| YTD | +20.4% | -10.3% | +30.7% | +23.8% |
| 1Y | +7.4% | -14.4% | +21.8% | +12.0% |
| 3Y | -26.1% | -28.3% | +2.2% | -19.2% |
| 5Y | -38.5% | +1.7% | -40.2% | -41.1% |
| 10Y | +28.4% | -49.2% | +77.6% | +43.3% |
| All | +2,611.5% | +129.6% | +2,481.9% | +1,756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling