+7.4%
GPN vs DD
+41.5%
-34.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +0.8% | -3.5% | +4.3% | +2.0% |
| 30D | +5.8% | -10.3% | +16.1% | +9.6% |
| 3M | +37.0% | -7.5% | +44.5% | +40.3% |
| 6M | +20.1% | -8.0% | +28.2% | +22.6% |
| YTD | +20.4% | +10.5% | +9.9% | +13.2% |
| 1Y | +7.4% | +38.3% | -30.9% | -10.9% |
| All | +7.4% | +41.5% | -34.1% | -10.9% |
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