-43.8%
GPN vs DTE
+30.3%
-74.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -4.6% | -2.6% | -2.0% | -3.7% |
| 30D | -0.3% | -4.4% | +4.1% | +1.4% |
| 3M | +35.4% | -8.3% | +43.8% | +39.9% |
| 6M | +21.7% | -8.1% | +29.7% | +25.1% |
| YTD | +14.9% | +4.4% | +10.5% | +10.9% |
| 1Y | +3.2% | +0.2% | +3.0% | +1.5% |
| 3Y | -27.1% | +42.6% | -69.8% | -40.0% |
| All | -43.8% | +30.3% | -74.1% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling