+114.1%
DT vs GPN
-43.0%
+157.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -4.3% | +2.7% | +0.5% |
| 30D | +3.0% | 0.0% | +3.0% | +2.8% |
| 3M | +26.5% | +35.8% | -9.3% | +7.5% |
| 6M | +35.9% | +22.0% | +13.9% | +21.0% |
| YTD | +17.8% | +15.2% | +2.6% | +6.8% |
| 1Y | +4.1% | +3.5% | +0.6% | -0.9% |
| 3Y | +5.3% | -26.9% | +32.2% | +15.9% |
| 5Y | -27.2% | -44.2% | +17.0% | -9.4% |
| All | +114.1% | -43.0% | +157.1% | +151.9% |
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