+54.4%
SAP vs GPN
-46.4%
+100.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.1% |
| 7D | -5.1% | -3.5% | -1.6% | -4.0% |
| 30D | -1.8% | +3.1% | -4.9% | -2.9% |
| 3M | +20.9% | +42.3% | -21.4% | +7.8% |
| 6M | +7.0% | +20.9% | -13.9% | +0.1% |
| YTD | -13.7% | +15.2% | -29.0% | -18.4% |
| 1Y | -19.6% | +5.4% | -25.0% | -22.0% |
| 3Y | +52.4% | -27.4% | +79.8% | +61.7% |
| 5Y | +54.4% | -44.2% | +98.6% | +66.1% |
| All | +54.4% | -46.4% | +100.8% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling