+78.7%
CME vs GPN
-46.4%
+125.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | +6.2% | +3.1% | +3.1% | +5.9% |
| 3M | +4.4% | +42.3% | -37.9% | +1.7% |
| 6M | -9.6% | +20.9% | -30.5% | -11.0% |
| YTD | +3.8% | +15.2% | -11.4% | +2.4% |
| 1Y | +9.5% | +5.4% | +4.1% | +8.9% |
| 3Y | +51.9% | -27.4% | +79.3% | +56.6% |
| 5Y | +78.7% | -44.2% | +122.9% | +94.6% |
| All | +78.7% | -46.4% | +125.1% | +94.6% |
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