-26.7%
GPN vs D
+65.5%
-92.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +3.8% | -0.7% | +4.6% | +4.0% |
| 3M | +39.2% | +2.1% | +37.1% | +38.4% |
| 6M | +17.9% | +6.8% | +11.0% | +15.8% |
| YTD | +16.4% | +16.5% | -0.2% | +11.1% |
| 1Y | +3.6% | +19.2% | -15.5% | -1.9% |
| 3Y | -26.7% | +61.9% | -88.5% | -38.2% |
| All | -26.7% | +65.5% | -92.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling