-19.5%
SAP vs GPN
+8.1%
-27.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | +9.0% | +5.8% | +3.2% | +6.5% |
| 3M | +14.9% | +37.0% | -22.0% | +2.8% |
| 6M | +11.9% | +20.1% | -8.3% | +4.2% |
| YTD | -9.9% | +20.4% | -30.3% | -15.6% |
| 1Y | -19.5% | +7.4% | -27.0% | -20.9% |
| All | -19.5% | +8.1% | -27.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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