+99.4%
CB vs GPN
-46.4%
+145.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | -0.5% | -6.2% | +5.7% | +0.4% |
| 30D | -3.1% | +1.0% | -4.1% | -3.3% |
| 3M | +4.2% | +36.9% | -32.7% | -1.2% |
| 6M | +4.7% | +16.8% | -12.1% | +1.5% |
| YTD | +8.8% | +13.2% | -4.4% | +5.7% |
| 1Y | +22.6% | +1.4% | +21.2% | +21.2% |
| 3Y | +70.6% | -28.6% | +99.3% | +76.9% |
| 5Y | +99.4% | -47.0% | +146.4% | +112.7% |
| All | +99.4% | -46.4% | +145.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling