+2,491.4%
GPN vs D
+576.6%
+1,914.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.8% | -11.2% | -11.7% |
| 7D | -7.1% | -3.1% | -4.1% | -5.9% |
| 30D | +7.7% | +8.4% | -0.7% | +4.0% |
| 3M | -0.1% | +0.2% | -0.3% | -0.3% |
| 6M | +29.4% | +9.5% | +19.9% | +23.8% |
| YTD | +15.1% | +18.8% | -3.7% | +5.4% |
| 1Y | +15.4% | +14.7% | +0.7% | +7.3% |
| 3Y | -16.5% | +72.9% | -89.5% | -36.8% |
| 5Y | -29.6% | +13.1% | -42.7% | -36.1% |
| 10Y | +34.7% | +47.2% | -12.4% | +7.1% |
| All | +2,491.4% | +576.6% | +1,914.8% | +1,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling