-47.0%
GPN vs DRI
+68.4%
-115.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -1.9% |
| 7D | -6.2% | -4.8% | -1.4% | -4.0% |
| 30D | +1.0% | -3.9% | +5.0% | +2.8% |
| 3M | +36.9% | +5.1% | +31.8% | +33.2% |
| 6M | +16.8% | +5.5% | +11.3% | +12.9% |
| YTD | +13.2% | +16.5% | -3.2% | +3.4% |
| 1Y | +1.4% | +2.0% | -0.5% | -1.3% |
| 3Y | -28.6% | +54.5% | -83.1% | -44.7% |
| 5Y | -47.0% | +66.6% | -113.6% | -62.4% |
| All | -47.0% | +68.4% | -115.4% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling