+3,617.4%
DLR vs GPN
+605.8%
+3,011.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -2.2% | +3.8% | -6.1% | -3.6% |
| 3M | +4.7% | +39.2% | -34.4% | -6.8% |
| 6M | +9.0% | +17.9% | -8.9% | +1.8% |
| YTD | +24.1% | +16.4% | +7.8% | +15.1% |
| 1Y | +20.9% | +3.6% | +17.3% | +16.0% |
| 3Y | +60.0% | -26.7% | +86.7% | +66.9% |
| 5Y | +35.3% | -44.8% | +80.1% | +50.8% |
| 10Y | +165.8% | +24.1% | +141.6% | +100.4% |
| All | +3,617.4% | +605.8% | +3,011.6% | +1,205.4% |
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