+3.5%
CI vs GPN
-28.6%
+32.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -1.1% | -6.2% | +5.1% | -0.3% |
| 30D | +0.5% | +1.0% | -0.6% | +0.3% |
| 3M | -5.2% | +36.9% | -42.1% | -9.1% |
| 6M | +4.3% | +16.8% | -12.5% | +1.9% |
| YTD | +2.8% | +13.2% | -10.4% | +0.7% |
| 1Y | -5.8% | +1.4% | -7.2% | -6.3% |
| All | +3.5% | -28.6% | +32.2% | +5.1% |
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