+192.2%
GD vs GPN
+21.6%
+170.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -3.1% | -6.2% | +3.1% | -1.4% |
| 30D | -10.9% | +1.0% | -12.0% | -11.4% |
| 3M | +2.5% | +36.9% | -34.4% | -6.9% |
| 6M | -1.7% | +16.8% | -18.5% | -7.0% |
| YTD | +6.1% | +13.2% | -7.1% | +0.6% |
| 1Y | +11.7% | +1.4% | +10.2% | +8.9% |
| 3Y | +71.8% | -28.6% | +100.4% | +80.9% |
| 5Y | +92.2% | -47.0% | +139.2% | +117.9% |
| 10Y | +192.2% | +25.2% | +167.0% | +166.5% |
| All | +192.2% | +21.6% | +170.6% | +166.5% |
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