+5,148.7%
DE vs GPN
+2,494.6%
+2,654.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.2% |
| 30D | +9.7% | +3.1% | +6.6% | +8.3% |
| 3M | +21.4% | +42.3% | -20.9% | +6.5% |
| 6M | +15.0% | +20.9% | -5.9% | +5.9% |
| YTD | +46.4% | +15.2% | +31.2% | +35.5% |
| 1Y | +45.6% | +5.4% | +40.2% | +38.5% |
| 3Y | +76.8% | -27.4% | +104.2% | +86.4% |
| 5Y | +99.4% | -44.2% | +143.6% | +123.1% |
| 10Y | +864.6% | +27.4% | +837.2% | +691.2% |
| All | +5,148.7% | +2,494.6% | +2,654.1% | +2,033.8% |
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