+1,665.6%
GD vs GPN
+2,762.0%
-1,096.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.3% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | +8.9% | +20.1% | -11.2% | +3.6% |
| 3M | -8.0% | +11.4% | -19.4% | -11.1% |
| 6M | +2.9% | +40.8% | -37.9% | -7.0% |
| YTD | +7.1% | +27.1% | -20.0% | -1.5% |
| 1Y | +5.9% | +29.2% | -23.3% | -3.0% |
| 3Y | +53.9% | -9.4% | +63.2% | +50.2% |
| 5Y | +95.4% | -25.1% | +120.5% | +94.6% |
| 10Y | +193.5% | +46.1% | +147.4% | +141.7% |
| All | +1,665.6% | +2,762.0% | -1,096.4% | +730.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling