+1,683.6%
GD vs GPN
+2,611.5%
-928.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.3% | +0.8% | -6.0% | -5.5% |
| 30D | -6.4% | +5.8% | -12.2% | -7.9% |
| 3M | +5.7% | +37.0% | -31.3% | -3.2% |
| 6M | -0.9% | +20.1% | -21.1% | -6.5% |
| YTD | +8.2% | +20.4% | -12.3% | +1.4% |
| 1Y | +13.4% | +7.4% | +6.0% | +9.2% |
| 3Y | +68.5% | -26.1% | +94.6% | +74.1% |
| 5Y | +97.2% | -38.5% | +135.7% | +107.3% |
| 10Y | +190.2% | +28.4% | +161.8% | +147.7% |
| All | +1,683.6% | +2,611.5% | -928.0% | +753.7% |
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