+25.3%
GPN vs DG
+101.8%
-76.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -4.6% | -6.5% | +1.9% | -3.3% |
| 30D | -0.3% | +4.2% | -4.4% | -1.1% |
| 3M | +35.4% | +9.5% | +25.9% | +32.9% |
| 6M | +21.7% | -13.1% | +34.8% | +24.6% |
| YTD | +14.9% | -4.8% | +19.7% | +15.3% |
| 1Y | +3.2% | +20.6% | -17.4% | -1.5% |
| 3Y | -27.1% | +4.9% | -32.1% | -31.5% |
| 5Y | -44.4% | -37.9% | -6.5% | -39.2% |
| All | +25.3% | +101.8% | -76.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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