-12.1%
DOW vs GPN
-30.3%
+18.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.4% | -4.3% | +2.9% | +0.4% |
| 30D | -3.9% | 0.0% | -3.9% | -4.2% |
| 3M | -12.7% | +35.8% | -48.5% | -24.3% |
| 6M | -13.7% | +22.0% | -35.7% | -23.0% |
| YTD | +28.4% | +15.2% | +13.2% | +16.1% |
| 1Y | +21.8% | +3.5% | +18.3% | +15.6% |
| 3Y | -35.7% | -26.9% | -8.8% | -30.8% |
| 5Y | -36.8% | -44.2% | +7.4% | -25.0% |
| All | -12.1% | -30.3% | +18.2% | +2.6% |
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