+25.2%
COP vs GPN
-27.4%
+52.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -4.3% | +6.6% | +2.9% |
| 30D | +8.6% | 0.0% | +8.6% | +8.5% |
| 3M | +19.9% | +35.8% | -16.0% | +13.8% |
| 6M | +19.0% | +22.0% | -3.0% | +14.6% |
| YTD | +50.0% | +15.2% | +34.8% | +45.6% |
| 1Y | +50.5% | +3.5% | +47.0% | +49.6% |
| 3Y | +25.2% | -26.9% | +52.2% | +23.8% |
| All | +25.2% | -27.4% | +52.6% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling