+40.9%
DUK vs GPN
-44.5%
+85.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.7% | -4.3% | +3.7% | -0.4% |
| 30D | -2.4% | 0.0% | -2.5% | -2.5% |
| 3M | -3.0% | +35.8% | -38.8% | -4.9% |
| 6M | -6.6% | +22.0% | -28.6% | -7.9% |
| YTD | +4.6% | +15.2% | -10.7% | +3.3% |
| 1Y | +1.2% | +3.5% | -2.3% | +0.9% |
| 3Y | +45.7% | -26.9% | +72.6% | +48.9% |
| All | +40.9% | -44.5% | +85.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling