+25.3%
GPN vs DD
+66.6%
-41.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -3.5% | -1.1% | -3.0% |
| 30D | -0.3% | -11.7% | +11.4% | +5.7% |
| 3M | +35.4% | -9.2% | +44.7% | +41.5% |
| 6M | +21.7% | -7.2% | +28.8% | +24.7% |
| YTD | +14.9% | +6.6% | +8.3% | +9.6% |
| 1Y | +3.2% | +32.0% | -28.8% | -11.7% |
| 3Y | -27.1% | +42.1% | -69.3% | -42.0% |
| 5Y | -44.4% | +58.1% | -102.4% | -58.8% |
| All | +25.3% | +66.6% | -41.2% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling