+2,600.4%
GPN vs ED
+1,031.4%
+1,569.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | -5.6% | +2.1% | -7.7% | -6.4% |
| 30D | +13.6% | +10.4% | +3.2% | +9.0% |
| 3M | -2.8% | +12.5% | -15.4% | -7.7% |
| 6M | +38.1% | +14.9% | +23.1% | +29.8% |
| YTD | +19.9% | +24.8% | -4.9% | +7.9% |
| 1Y | +23.4% | +23.8% | -0.4% | +11.3% |
| 3Y | -12.6% | +51.6% | -64.3% | -29.5% |
| 5Y | -26.6% | +86.4% | -113.0% | -47.0% |
| 10Y | +40.4% | +145.4% | -105.0% | -12.5% |
| All | +2,600.4% | +1,031.4% | +1,569.0% | +698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling