+193.6%
COP vs GPN
-46.4%
+240.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +1.0% | -3.5% | +4.5% | +1.6% |
| 30D | +9.6% | +3.1% | +6.4% | +8.7% |
| 3M | +15.0% | +42.3% | -27.3% | +6.6% |
| 6M | +21.8% | +20.9% | +0.9% | +16.0% |
| YTD | +49.6% | +15.2% | +34.4% | +43.4% |
| 1Y | +49.9% | +5.4% | +44.4% | +46.4% |
| 3Y | +22.6% | -27.4% | +50.0% | +28.1% |
| 5Y | +193.6% | -44.2% | +237.8% | +232.8% |
| All | +193.6% | -46.4% | +240.0% | +232.8% |
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 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