-5.8%
GPN vs D
+71.1%
-76.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.9% | +0.8% | -2.6% | -2.1% |
| 30D | +18.9% | +10.7% | +8.2% | +15.9% |
| 3M | +13.8% | +2.3% | +11.6% | +13.1% |
| 6M | +42.3% | +12.5% | +29.8% | +37.9% |
| YTD | +27.6% | +20.1% | +7.5% | +20.5% |
| 1Y | +30.3% | +15.6% | +14.7% | +24.6% |
| 3Y | -5.8% | +75.2% | -81.0% | -21.5% |
| All | -5.8% | +71.1% | -76.9% | -21.5% |
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