+704.4%
SAP vs GPN
+2,600.4%
-1,896.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.2% |
| 7D | +0.6% | -5.6% | +6.3% | +2.3% |
| 30D | +6.5% | +13.6% | -7.1% | +0.4% |
| 3M | +12.2% | -2.8% | +15.1% | +12.0% |
| 6M | +46.1% | +38.1% | +8.0% | +27.3% |
| YTD | -1.6% | +19.9% | -21.5% | -10.6% |
| 1Y | -5.1% | +23.4% | -28.5% | -14.8% |
| 3Y | +68.4% | -12.6% | +81.0% | +65.3% |
| 5Y | +79.4% | -26.6% | +106.0% | +82.5% |
| 10Y | +230.5% | +40.4% | +190.0% | +151.5% |
| All | +704.4% | +2,600.4% | -1,896.0% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling