-10.9%
DOW vs GPN
-31.5%
+20.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.5% |
| 7D | -6.0% | -6.2% | +0.2% | -3.6% |
| 30D | -2.7% | +1.0% | -3.8% | -3.5% |
| 3M | -10.5% | +36.9% | -47.4% | -22.8% |
| 6M | -12.4% | +16.8% | -29.2% | -20.4% |
| YTD | +30.0% | +13.2% | +16.8% | +18.4% |
| 1Y | +27.8% | +1.4% | +26.4% | +22.4% |
| 3Y | -34.9% | -28.6% | -6.3% | -29.2% |
| 5Y | -35.9% | -47.0% | +11.1% | -21.8% |
| All | -10.9% | -31.5% | +20.6% | +4.6% |
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 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