+25.7%
GPN vs DTE
+137.8%
-112.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -4.3% | -2.6% | -1.8% | -2.9% |
| 30D | 0.0% | -4.4% | +4.4% | +2.5% |
| 3M | +35.8% | -8.3% | +44.2% | +42.4% |
| 6M | +22.0% | -8.1% | +30.1% | +27.0% |
| YTD | +15.2% | +4.4% | +10.8% | +10.4% |
| 1Y | +3.5% | +0.2% | +3.3% | +1.5% |
| 3Y | -26.9% | +42.6% | -69.5% | -43.4% |
| 5Y | -44.2% | +31.5% | -75.7% | -55.1% |
| All | +25.7% | +137.8% | -112.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling