-26.9%
GPN vs DD
+41.1%
-68.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.0% |
| 30D | 0.0% | -11.7% | +11.7% | +4.7% |
| 3M | +35.8% | -9.2% | +45.0% | +40.6% |
| 6M | +22.0% | -7.2% | +29.2% | +24.4% |
| YTD | +15.2% | +6.6% | +8.6% | +10.8% |
| 1Y | +3.5% | +32.0% | -28.5% | -9.0% |
| 3Y | -26.9% | +42.1% | -69.1% | -39.8% |
| All | -26.9% | +41.1% | -68.1% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling