-47.0%
GPN vs DAR
-8.0%
-39.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | +1.0% | +7.4% | -6.4% | -1.0% |
| 3M | +36.9% | +15.7% | +21.2% | +31.0% |
| 6M | +16.8% | +30.0% | -13.2% | +7.7% |
| YTD | +13.2% | +87.5% | -74.3% | -5.9% |
| 1Y | +1.4% | +113.4% | -111.9% | -19.2% |
| 3Y | -28.6% | +15.3% | -44.0% | -34.3% |
| 5Y | -47.0% | -4.3% | -42.7% | -49.4% |
| All | -47.0% | -8.0% | -39.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling