+762.8%
DIA vs GPN
+2,520.1%
-1,757.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -2.1% | +3.8% | -5.9% | -3.3% |
| 3M | +4.2% | +39.2% | -35.0% | -6.5% |
| 6M | +11.9% | +17.9% | -6.0% | +5.1% |
| YTD | +10.8% | +16.4% | -5.5% | +3.7% |
| 1Y | +17.5% | +3.6% | +13.9% | +13.5% |
| 3Y | +59.9% | -26.7% | +86.6% | +67.1% |
| 5Y | +64.1% | -44.8% | +108.9% | +81.5% |
| 10Y | +246.2% | +24.1% | +222.1% | +195.1% |
| All | +762.8% | +2,520.1% | -1,757.4% | +254.8% |
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