+38.3%
CL vs GPN
-4.5%
+42.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | +9.5% | +22.1% | -12.6% | +7.7% |
| 3M | +6.8% | +17.1% | -10.3% | +5.2% |
| 6M | +14.3% | +46.7% | -32.4% | +11.1% |
| YTD | +27.0% | +30.8% | -3.8% | +24.0% |
| 1Y | +26.3% | +31.5% | -5.2% | +23.2% |
| All | +38.3% | -4.5% | +42.8% | +38.9% |
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