+2,449.8%
GPN vs TD
+2,146.8%
+303.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.1% |
| 7D | -6.2% | -1.9% | -4.3% | -5.2% |
| 30D | +1.0% | -1.6% | +2.6% | +1.8% |
| 3M | +36.9% | +4.6% | +32.3% | +33.0% |
| 6M | +16.8% | +26.8% | -10.0% | +1.9% |
| YTD | +13.2% | +28.3% | -15.1% | -1.8% |
| 1Y | +1.4% | +60.4% | -59.0% | -22.3% |
| 3Y | -28.6% | +125.7% | -154.4% | -55.1% |
| 5Y | -47.0% | +122.4% | -169.3% | -66.2% |
| 10Y | +25.2% | +297.1% | -271.9% | -40.1% |
| All | +2,449.8% | +2,146.8% | +303.0% | +461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling