+2,520.1%
GPN vs DD
+416.5%
+2,103.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +3.8% | -7.4% | +11.3% | +6.9% |
| 3M | +39.2% | -6.4% | +45.6% | +42.5% |
| 6M | +17.9% | -2.5% | +20.4% | +18.1% |
| YTD | +16.4% | +10.2% | +6.1% | +10.8% |
| 1Y | +3.6% | +36.9% | -33.3% | -9.5% |
| 3Y | -26.7% | +47.0% | -73.7% | -39.1% |
| 5Y | -44.8% | +63.1% | -107.9% | -56.3% |
| 10Y | +24.1% | +68.2% | -44.0% | -9.2% |
| All | +2,520.1% | +416.5% | +2,103.6% | +1,061.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling