+72.4%
CB vs GPN
-4.5%
+76.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -1.0% | +4.3% | -5.3% | -1.5% |
| 30D | +7.3% | +22.1% | -14.8% | +4.9% |
| 3M | +7.0% | +17.1% | -10.0% | +5.0% |
| 6M | +16.3% | +46.7% | -30.4% | +11.0% |
| YTD | +19.7% | +30.8% | -11.1% | +15.4% |
| 1Y | +27.8% | +31.5% | -3.7% | +23.0% |
| All | +72.4% | -4.5% | +76.9% | +81.3% |
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