+93.6%
GD vs GPN
-24.3%
+117.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | +8.9% | +20.1% | -11.2% | +5.4% |
| 3M | -8.0% | +11.4% | -19.4% | -10.1% |
| 6M | +2.9% | +40.8% | -37.9% | -3.8% |
| YTD | +7.1% | +27.1% | -20.0% | +1.3% |
| 1Y | +5.9% | +29.2% | -23.3% | -0.1% |
| 3Y | +53.9% | -9.4% | +63.2% | +51.6% |
| All | +93.6% | -24.3% | +117.9% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling