+3.2%
GPN vs ED
+13.4%
-10.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -4.8% |
| 30D | -0.3% | -0.4% | +0.1% | -0.4% |
| 3M | +35.4% | +0.5% | +35.0% | +36.4% |
| 6M | +21.7% | -3.1% | +24.8% | +20.2% |
| YTD | +14.9% | +9.8% | +5.1% | +16.8% |
| 1Y | +3.2% | +12.6% | -9.4% | +4.9% |
| All | +3.2% | +13.4% | -10.2% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling