+2,600.4%
GPN vs TAP
+131.6%
+2,468.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.1% |
| 7D | -5.6% | +1.3% | -6.9% | -6.0% |
| 30D | +13.6% | +5.7% | +7.9% | +11.4% |
| 3M | -2.8% | -1.9% | -0.9% | -2.4% |
| 6M | +38.1% | +0.9% | +37.1% | +37.2% |
| YTD | +19.9% | -9.5% | +29.4% | +22.7% |
| 1Y | +23.4% | -9.0% | +32.4% | +25.9% |
| 3Y | -12.6% | -22.2% | +9.6% | -7.0% |
| 5Y | -26.6% | +1.2% | -27.8% | -29.7% |
| 10Y | +40.4% | -46.1% | +86.5% | +53.7% |
| All | +2,600.4% | +131.6% | +2,468.9% | +1,739.8% |
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