-28.2%
GPN vs DRI
+54.2%
-82.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.0% |
| 7D | -6.2% | -4.8% | -1.4% | -4.3% |
| 30D | +1.0% | -3.9% | +5.0% | +2.5% |
| 3M | +36.9% | +5.1% | +31.8% | +33.7% |
| 6M | +16.8% | +5.5% | +11.3% | +13.5% |
| YTD | +13.2% | +16.5% | -3.2% | +4.4% |
| 1Y | +1.4% | +2.0% | -0.5% | -0.9% |
| All | -28.2% | +54.2% | -82.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling