+112.2%
DT vs GPN
-44.0%
+156.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | -0.5% | -6.2% | +5.7% | +2.6% |
| 30D | +0.1% | +1.0% | -1.0% | -0.8% |
| 3M | +24.1% | +36.9% | -12.8% | +5.0% |
| 6M | +30.1% | +16.8% | +13.3% | +18.4% |
| YTD | +16.8% | +13.2% | +3.5% | +6.8% |
| 1Y | -0.1% | +1.4% | -1.5% | -3.9% |
| 3Y | +6.8% | -28.6% | +35.5% | +19.0% |
| 5Y | -28.4% | -47.0% | +18.6% | -8.3% |
| All | +112.2% | -44.0% | +156.1% | +151.7% |
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