+2,487.0%
GPN vs DGX
+1,216.9%
+1,270.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -0.3% | -1.2% | +0.9% | +0.1% |
| 3M | +35.4% | +15.8% | +19.7% | +28.4% |
| 6M | +21.7% | +18.2% | +3.5% | +14.3% |
| YTD | +14.9% | +37.2% | -22.3% | +1.9% |
| 1Y | +3.2% | +30.4% | -27.2% | -7.0% |
| 3Y | -27.1% | +96.7% | -123.9% | -43.7% |
| 5Y | -44.4% | +67.2% | -111.5% | -55.0% |
| 10Y | +27.0% | +253.9% | -226.9% | -22.5% |
| All | +2,487.0% | +1,216.9% | +1,270.1% | +1,031.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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