+2,611.5%
GPN vs D
+559.9%
+2,051.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.1% |
| 30D | +5.8% | -2.6% | +8.4% | +6.9% |
| 3M | +37.0% | 0.0% | +37.0% | +36.9% |
| 6M | +20.1% | +7.4% | +12.8% | +15.7% |
| YTD | +20.4% | +15.9% | +4.5% | +11.6% |
| 1Y | +7.4% | +18.1% | -10.7% | -1.5% |
| 3Y | -26.1% | +58.4% | -84.5% | -42.0% |
| 5Y | -38.5% | +5.2% | -43.7% | -42.4% |
| 10Y | +28.4% | +35.9% | -7.5% | +5.7% |
| All | +2,611.5% | +559.9% | +2,051.6% | +1,108.3% |
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