+25.3%
GPN vs ED
+108.5%
-83.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.3% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +35.4% | +0.5% | +35.0% | +35.1% |
| 6M | +21.7% | -3.1% | +24.8% | +22.6% |
| YTD | +14.9% | +9.8% | +5.1% | +9.5% |
| 1Y | +3.2% | +12.6% | -9.4% | -2.9% |
| 3Y | -27.1% | +31.4% | -58.5% | -37.4% |
| 5Y | -44.4% | +69.4% | -113.8% | -58.4% |
| All | +25.3% | +108.5% | -83.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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