+2,520.1%
GPN vs DRI
+3,410.7%
-890.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +39.2% | +9.5% | +29.7% | +34.6% |
| 6M | +17.9% | +6.5% | +11.4% | +14.8% |
| YTD | +16.4% | +18.4% | -2.1% | +8.8% |
| 1Y | +3.6% | +4.2% | -0.6% | +1.0% |
| 3Y | -26.7% | +57.1% | -83.8% | -38.5% |
| 5Y | -44.8% | +70.4% | -115.2% | -55.3% |
| 10Y | +24.1% | +354.0% | -329.9% | -31.4% |
| All | +2,520.1% | +3,410.7% | -890.5% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling