-44.2%
GPN vs DD
+57.4%
-101.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | -3.5% | -2.9% | -0.6% | -2.2% |
| 30D | +3.1% | -11.5% | +14.6% | +8.9% |
| 3M | +42.3% | -5.4% | +47.7% | +45.6% |
| 6M | +20.9% | -6.9% | +27.8% | +23.5% |
| YTD | +15.2% | +6.9% | +8.3% | +9.8% |
| 1Y | +5.4% | +35.6% | -30.2% | -10.7% |
| 3Y | -27.4% | +42.5% | -69.9% | -42.3% |
| 5Y | -44.2% | +58.5% | -102.7% | -58.4% |
| All | -44.2% | +57.4% | -101.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling