+176.5%
DLR vs GPN
+28.2%
+148.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | -4.6% | +4.7% | +1.3% |
| 30D | -4.3% | -0.3% | -4.0% | -4.4% |
| 3M | +3.8% | +35.4% | -31.6% | -4.9% |
| 6M | +5.8% | +21.7% | -15.8% | -0.7% |
| YTD | +23.5% | +14.9% | +8.7% | +16.7% |
| 1Y | +11.1% | +3.2% | +7.9% | +7.8% |
| 3Y | +57.9% | -27.1% | +85.0% | +65.5% |
| 5Y | +44.0% | -44.4% | +88.3% | +59.1% |
| All | +176.5% | +28.2% | +148.3% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling