+8.2%
GD vs GPN
+20.6%
-12.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -2.3% |
| 7D | +3.0% | +15.0% | -12.0% | +0.8% |
| 30D | +10.5% | +16.9% | -6.4% | +7.9% |
| 3M | -5.0% | +9.2% | -14.1% | -6.4% |
| 6M | +5.5% | +34.7% | -29.2% | -0.3% |
| YTD | +10.3% | +25.4% | -15.0% | +5.3% |
| 1Y | +8.2% | +21.7% | -13.6% | +3.7% |
| All | +8.2% | +20.6% | -12.5% | +3.7% |
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 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