+6,706.3%
CME vs GPN
+1,195.6%
+5,510.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | 0.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +5.5% | +3.8% | +1.7% | +4.1% |
| 3M | +11.0% | +39.2% | -28.2% | -1.0% |
| 6M | -9.7% | +17.9% | -27.6% | -15.8% |
| YTD | +4.9% | +16.4% | -11.5% | -2.7% |
| 1Y | +10.1% | +3.6% | +6.5% | +5.5% |
| 3Y | +53.5% | -26.7% | +80.2% | +57.7% |
| 5Y | +77.2% | -44.8% | +121.9% | +93.4% |
| 10Y | +282.1% | +24.1% | +258.0% | +186.0% |
| All | +6,706.3% | +1,195.6% | +5,510.7% | +2,079.1% |
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