+56.2%
SAP vs GPN
-28.6%
+84.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -0.3% | -6.2% | +6.0% | +1.7% |
| 30D | +0.3% | +1.0% | -0.8% | -0.2% |
| 3M | +16.9% | +36.9% | -20.0% | +6.7% |
| 6M | +6.3% | +16.8% | -10.4% | +1.3% |
| YTD | -12.4% | +13.2% | -25.6% | -16.2% |
| 1Y | -21.6% | +1.4% | -23.1% | -22.9% |
| All | +56.2% | -28.6% | +84.8% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling