-44.2%
GPN vs DG
-39.4%
-4.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.9% |
| 7D | -3.5% | -6.3% | +2.8% | -2.7% |
| 30D | +3.1% | +2.4% | +0.7% | +2.8% |
| 3M | +42.3% | +12.4% | +29.9% | +40.5% |
| 6M | +20.9% | -14.9% | +35.8% | +22.4% |
| YTD | +15.2% | -6.1% | +21.3% | +15.5% |
| 1Y | +5.4% | +17.9% | -12.4% | +3.3% |
| 3Y | -27.4% | +3.1% | -30.5% | -29.1% |
| 5Y | -44.2% | -38.7% | -5.5% | -38.4% |
| All | -44.2% | -39.4% | -4.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling