+13.4%
GD vs GPN
+8.1%
+5.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.3% | +0.8% | -6.0% | -5.4% |
| 30D | -6.4% | +5.8% | -12.2% | -7.3% |
| 3M | +5.7% | +37.0% | -31.3% | -0.1% |
| 6M | -0.9% | +20.1% | -21.1% | -5.0% |
| YTD | +8.2% | +20.4% | -12.3% | +3.9% |
| 1Y | +13.4% | +7.4% | +6.0% | +10.9% |
| All | +13.4% | +8.1% | +5.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling