+4,005.7%
CMG vs GPN
+269.5%
+3,736.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | -3.8% | -3.5% | -0.3% | -2.6% |
| 30D | +12.9% | +3.1% | +9.8% | +11.5% |
| 3M | +18.8% | +42.3% | -23.5% | +3.8% |
| 6M | +4.1% | +20.9% | -16.8% | -4.0% |
| YTD | -2.4% | +15.2% | -17.6% | -9.0% |
| 1Y | -6.7% | +5.4% | -12.1% | -10.4% |
| 3Y | -7.1% | -27.4% | +20.3% | -1.7% |
| 5Y | -5.0% | -44.2% | +39.2% | +7.8% |
| 10Y | +323.5% | +27.4% | +296.2% | +233.7% |
| All | +4,005.7% | +269.5% | +3,736.2% | +1,557.2% |
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