+173.8%
CAH vs GPN
-27.4%
+201.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -4.3% | -0.8% | -4.9% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +6.3% | +35.8% | -29.5% | +4.6% |
| 6M | +9.4% | +22.0% | -12.6% | +8.1% |
| YTD | +15.0% | +15.2% | -0.3% | +14.0% |
| 1Y | +55.4% | +3.5% | +52.0% | +55.4% |
| 3Y | +173.8% | -26.9% | +200.8% | +177.8% |
| All | +173.8% | -27.4% | +201.2% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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