+499.4%
CL vs GPN
+2,491.4%
-1,992.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.0% | +11.9% | +1.9% |
| 7D | -0.8% | -7.1% | +6.3% | +0.2% |
| 30D | +9.5% | +7.7% | +1.8% | +7.8% |
| 3M | +6.6% | -0.1% | +6.8% | +6.2% |
| 6M | +13.2% | +29.4% | -16.1% | +7.8% |
| YTD | +26.9% | +15.1% | +11.8% | +22.3% |
| 1Y | +27.6% | +15.4% | +12.2% | +22.8% |
| 3Y | +39.1% | -16.5% | +55.7% | +38.4% |
| 5Y | +41.3% | -29.6% | +70.9% | +41.9% |
| 10Y | +83.9% | +34.7% | +49.2% | +61.1% |
| All | +499.4% | +2,491.4% | -1,992.0% | +231.5% |
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