+2,772.9%
GPN vs D
+584.0%
+2,188.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.9% | +0.8% | -2.6% | -2.3% |
| 30D | +18.9% | +10.7% | +8.2% | +13.7% |
| 3M | +13.8% | +2.3% | +11.6% | +12.5% |
| 6M | +42.3% | +12.5% | +29.8% | +34.4% |
| YTD | +27.6% | +20.1% | +7.5% | +16.3% |
| 1Y | +30.3% | +15.6% | +14.7% | +20.6% |
| 3Y | -5.8% | +75.2% | -81.0% | -29.1% |
| 5Y | -22.6% | +14.6% | -37.2% | -30.3% |
| 10Y | +42.6% | +43.8% | -1.2% | +14.4% |
| All | +2,772.9% | +584.0% | +2,188.9% | +1,158.6% |
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