+28.3%
CL vs GPN
-46.4%
+74.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -2.3% | -6.2% | +3.9% | -1.7% |
| 30D | -5.5% | +1.0% | -6.5% | -5.6% |
| 3M | +0.8% | +36.9% | -36.1% | -2.2% |
| 6M | -4.2% | +16.8% | -21.0% | -5.8% |
| YTD | +13.4% | +13.2% | +0.2% | +11.6% |
| 1Y | +7.1% | +1.4% | +5.6% | +6.3% |
| 3Y | +29.0% | -28.6% | +57.7% | +31.8% |
| 5Y | +28.3% | -47.0% | +75.3% | +31.0% |
| All | +28.3% | -46.4% | +74.7% | +31.0% |
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