+219.2%
CB vs GPN
+28.6%
+190.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.2% |
| 7D | -2.8% | -3.5% | +0.8% | -1.8% |
| 30D | -2.4% | +3.1% | -5.6% | -3.4% |
| 3M | +2.8% | +42.3% | -39.5% | -7.3% |
| 6M | +4.8% | +20.9% | -16.1% | -1.8% |
| YTD | +9.2% | +15.2% | -6.1% | +2.9% |
| 1Y | +22.8% | +5.4% | +17.4% | +18.3% |
| 3Y | +71.1% | -27.4% | +98.5% | +79.2% |
| 5Y | +101.0% | -44.2% | +145.2% | +123.5% |
| All | +219.2% | +28.6% | +190.7% | +215.8% |
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