+25.7%
GPN vs TDY
+479.2%
-453.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.7% |
| 7D | -4.3% | -1.1% | -3.2% | -3.7% |
| 30D | 0.0% | -12.0% | +12.1% | +7.6% |
| 3M | +35.8% | -3.2% | +39.0% | +37.4% |
| 6M | +22.0% | -7.9% | +29.9% | +26.5% |
| YTD | +15.2% | +18.2% | -3.0% | +1.6% |
| 1Y | +3.5% | +6.7% | -3.2% | -3.0% |
| 3Y | -26.9% | +47.5% | -74.5% | -44.7% |
| 5Y | -44.2% | +39.5% | -83.7% | -56.8% |
| All | +25.7% | +479.2% | -453.5% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling