-5.9%
SAP vs GPN
+20.6%
-26.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.2% | +4.9% |
| 7D | +1.3% | +15.0% | -13.7% | -3.8% |
| 30D | +15.5% | +16.9% | -1.4% | +9.0% |
| 3M | +22.8% | +9.2% | +13.6% | +18.5% |
| 6M | +42.5% | +34.7% | +7.7% | +28.0% |
| YTD | +0.5% | +25.4% | -24.9% | -6.8% |
| 1Y | -5.9% | +21.7% | -27.7% | -12.0% |
| All | -5.9% | +20.6% | -26.6% | -12.0% |
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