+440.4%
CL vs GPN
+2,611.5%
-2,171.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | -4.8% | +5.8% | -10.6% | -5.8% |
| 3M | +4.9% | +37.0% | -32.1% | -0.7% |
| 6M | -5.7% | +20.1% | -25.9% | -9.0% |
| YTD | +14.4% | +20.4% | -6.0% | +9.8% |
| 1Y | +8.7% | +7.4% | +1.3% | +6.2% |
| 3Y | +30.0% | -26.1% | +56.1% | +32.6% |
| 5Y | +28.4% | -38.5% | +66.9% | +32.4% |
| 10Y | +50.1% | +28.4% | +21.7% | +33.0% |
| All | +440.4% | +2,611.5% | -2,171.2% | +197.8% |
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