-45.2%
GPN vs ED
+67.9%
-113.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | +1.0% | +1.9% | -0.9% | +0.7% |
| 3M | +36.9% | +1.9% | +35.0% | +36.5% |
| 6M | +16.8% | -2.3% | +19.0% | +17.1% |
| YTD | +13.2% | +10.9% | +2.3% | +10.0% |
| 1Y | +1.4% | +14.5% | -13.1% | -2.5% |
| 3Y | -28.6% | +33.4% | -62.0% | -35.8% |
| All | -45.2% | +67.9% | -113.1% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling