+2,494.3%
GPN vs DTE
+1,176.5%
+1,317.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -4.3% | -2.6% | -1.8% | -3.1% |
| 30D | 0.0% | -4.4% | +4.4% | +2.2% |
| 3M | +35.8% | -8.3% | +44.2% | +41.6% |
| 6M | +22.0% | -8.1% | +30.1% | +26.4% |
| YTD | +15.2% | +4.4% | +10.8% | +11.2% |
| 1Y | +3.5% | +0.2% | +3.3% | +1.9% |
| 3Y | -26.9% | +42.6% | -69.5% | -40.8% |
| 5Y | -44.2% | +31.5% | -75.7% | -53.2% |
| 10Y | +27.3% | +138.2% | -110.9% | -21.7% |
| All | +2,494.3% | +1,176.5% | +1,317.8% | +630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling