+2,600.4%
GPN vs DRI
+3,702.2%
-1,101.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | -5.6% | +1.1% | -6.7% | -6.0% |
| 30D | +13.6% | +9.7% | +3.9% | +10.0% |
| 3M | -2.8% | +3.2% | -6.0% | -4.1% |
| 6M | +38.1% | +20.6% | +17.5% | +28.8% |
| YTD | +19.9% | +28.3% | -8.3% | +8.8% |
| 1Y | +23.4% | +34.5% | -11.1% | +10.1% |
| 3Y | -12.6% | +66.5% | -79.2% | -28.3% |
| 5Y | -26.6% | +79.6% | -106.3% | -41.8% |
| 10Y | +40.4% | +333.8% | -293.4% | -21.8% |
| All | +2,600.4% | +3,702.2% | -1,101.8% | +726.9% |
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