+174.0%
GD vs GPN
+47.3%
+126.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.4% |
| 7D | -1.9% | +3.7% | -5.5% | -2.9% |
| 30D | +10.9% | +23.6% | -12.7% | +4.2% |
| 3M | -6.8% | +18.3% | -25.0% | -11.6% |
| 6M | +7.0% | +47.8% | -40.8% | -5.4% |
| YTD | +11.1% | +32.6% | -21.4% | +0.3% |
| 1Y | +7.0% | +36.0% | -28.9% | -4.2% |
| 3Y | +59.9% | -3.9% | +63.8% | +53.4% |
| 5Y | +102.5% | -19.4% | +121.8% | +97.6% |
| 10Y | +174.0% | +52.1% | +122.0% | +142.6% |
| All | +174.0% | +47.3% | +126.7% | +142.6% |
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