+177.4%
GD vs GPN
+47.4%
+130.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -3.0% | -1.9% | -1.2% | -2.6% |
| 30D | +9.3% | +18.9% | -9.6% | +3.8% |
| 3M | -7.2% | +13.8% | -21.0% | -11.0% |
| 6M | +5.5% | +42.3% | -36.8% | -5.8% |
| YTD | +9.5% | +27.6% | -18.1% | 0.0% |
| 1Y | +6.4% | +30.3% | -23.8% | -3.5% |
| 3Y | +59.8% | -5.8% | +65.6% | +54.1% |
| 5Y | +98.0% | -22.6% | +120.6% | +95.6% |
| 10Y | +177.4% | +42.6% | +134.8% | +150.8% |
| All | +177.4% | +47.4% | +130.0% | +150.8% |
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