+69.2%
CB vs GPN
-28.6%
+97.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -0.5% | -6.2% | +5.7% | +0.2% |
| 30D | -3.1% | +1.0% | -4.1% | -3.2% |
| 3M | +4.2% | +36.9% | -32.7% | +0.2% |
| 6M | +4.7% | +16.8% | -12.1% | +2.4% |
| YTD | +8.8% | +13.2% | -4.4% | +6.6% |
| 1Y | +22.6% | +1.4% | +21.2% | +21.9% |
| All | +69.2% | -28.6% | +97.9% | +75.3% |
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