+80.7%
SAP vs GPN
-27.3%
+108.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.0% |
| 7D | +0.6% | -5.6% | +6.3% | +2.0% |
| 30D | +6.5% | +13.6% | -7.1% | +1.2% |
| 3M | +12.2% | -2.8% | +15.1% | +12.1% |
| 6M | +46.1% | +38.1% | +8.0% | +29.8% |
| YTD | -1.6% | +19.9% | -21.5% | -9.2% |
| 1Y | -5.1% | +23.4% | -28.5% | -13.4% |
| 3Y | +68.4% | -12.6% | +81.0% | +65.8% |
| All | +80.7% | -27.3% | +108.1% | +83.6% |
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