+47.4%
CI vs GPN
-44.7%
+92.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | +1.8% | -0.3% | +2.0% | +1.7% |
| 3M | -4.2% | +35.4% | -39.7% | -8.8% |
| 6M | +8.8% | +21.7% | -12.8% | +5.0% |
| YTD | +3.7% | +14.9% | -11.1% | +0.7% |
| 1Y | -6.1% | +3.2% | -9.3% | -7.3% |
| 3Y | +4.5% | -27.1% | +31.6% | +7.4% |
| All | +47.4% | -44.7% | +92.0% | +58.8% |
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 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