+260.4%
GPN vs DG
+577.8%
-317.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.5% |
| 7D | -0.7% | -2.5% | +1.7% | -0.2% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | +39.2% | +20.3% | +18.9% | +33.8% |
| 6M | +17.9% | -11.7% | +29.6% | +20.5% |
| YTD | +16.4% | -2.3% | +18.7% | +16.2% |
| 1Y | +3.6% | +20.0% | -16.4% | -1.4% |
| 3Y | -26.7% | +7.2% | -33.9% | -31.6% |
| 5Y | -44.8% | -37.9% | -6.9% | -41.0% |
| 10Y | +24.1% | +107.3% | -83.2% | -3.9% |
| All | +260.4% | +577.8% | -317.4% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling