+338.5%
COP vs GPN
+28.2%
+310.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -4.6% | +6.9% | +4.0% |
| 30D | +8.6% | -0.3% | +8.9% | +8.3% |
| 3M | +19.9% | +35.4% | -15.6% | +5.3% |
| 6M | +19.0% | +21.7% | -2.6% | +7.4% |
| YTD | +50.0% | +14.9% | +35.1% | +37.0% |
| 1Y | +50.5% | +3.2% | +47.3% | +43.0% |
| 3Y | +25.2% | -27.1% | +52.4% | +32.8% |
| 5Y | +194.3% | -44.4% | +238.6% | +240.5% |
| All | +338.5% | +28.2% | +310.4% | +312.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling