+251.7%
CB vs GPN
+39.9%
+211.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | 0.0% |
| 7D | +2.9% | -5.6% | +8.6% | +4.2% |
| 30D | +7.3% | +13.6% | -6.3% | +3.0% |
| 3M | +9.4% | -2.8% | +12.2% | +9.4% |
| 6M | +19.6% | +38.1% | -18.4% | +7.6% |
| YTD | +21.5% | +19.9% | +1.6% | +12.4% |
| 1Y | +28.0% | +23.4% | +4.6% | +17.3% |
| 3Y | +74.9% | -12.6% | +87.5% | +71.3% |
| 5Y | +108.1% | -26.6% | +134.7% | +108.0% |
| All | +251.7% | +39.9% | +211.7% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling