+21.7%
GPN vs DD
+49.3%
-27.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.5% |
| 7D | +15.0% | +8.7% | +6.3% | +12.4% |
| 30D | +16.9% | +15.3% | +1.6% | +12.3% |
| 3M | +9.2% | +5.9% | +3.3% | +7.4% |
| 6M | +34.7% | +11.6% | +23.2% | +29.6% |
| YTD | +25.4% | +26.5% | -1.2% | +15.5% |
| 1Y | +21.7% | +35.4% | -13.7% | +9.5% |
| All | +21.7% | +49.3% | -27.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling