+25.2%
GPN vs D
+34.1%
-8.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.9% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | +1.0% | -2.1% | +3.1% | +2.0% |
| 3M | +36.9% | -0.7% | +37.6% | +37.2% |
| 6M | +16.8% | +5.6% | +11.2% | +13.1% |
| YTD | +13.2% | +14.6% | -1.3% | +5.1% |
| 1Y | +1.4% | +15.3% | -13.9% | -6.5% |
| 3Y | -28.6% | +59.1% | -87.8% | -45.3% |
| 5Y | -47.0% | +3.9% | -50.9% | -49.6% |
| 10Y | +25.2% | +38.5% | -13.3% | +5.4% |
| All | +25.2% | +34.1% | -8.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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