-27.1%
GPN vs TD
+127.3%
-154.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -0.5% | -4.0% | -4.3% |
| 30D | -0.3% | -1.9% | +1.6% | +0.7% |
| 3M | +35.4% | +4.8% | +30.7% | +30.9% |
| 6M | +21.7% | +28.0% | -6.3% | +3.8% |
| YTD | +14.9% | +30.3% | -15.4% | -3.0% |
| 1Y | +3.2% | +59.8% | -56.6% | -22.9% |
| 3Y | -27.1% | +124.7% | -151.8% | -55.5% |
| All | -27.1% | +127.3% | -154.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling