+779.1%
CI vs GPN
+2,611.5%
-1,832.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | +4.4% | +5.8% | -1.3% | +2.4% |
| 3M | +0.7% | +37.0% | -36.3% | -9.6% |
| 6M | +0.3% | +20.1% | -19.8% | -6.7% |
| YTD | +3.8% | +20.4% | -16.6% | -4.5% |
| 1Y | -5.5% | +7.4% | -12.9% | -9.9% |
| 3Y | +8.1% | -26.1% | +34.2% | +12.0% |
| 5Y | +42.8% | -38.5% | +81.3% | +50.8% |
| 10Y | +143.9% | +28.4% | +115.5% | +96.3% |
| All | +779.1% | +2,611.5% | -1,832.4% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling