+1,314.4%
COP vs GPN
+2,520.1%
-1,205.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +15.6% | +3.8% | +11.8% | +13.9% |
| 3M | +14.3% | +39.2% | -24.8% | +1.4% |
| 6M | +17.0% | +17.9% | -0.9% | +8.4% |
| YTD | +47.4% | +16.4% | +31.1% | +36.0% |
| 1Y | +52.4% | +3.6% | +48.8% | +45.5% |
| 3Y | +20.8% | -26.7% | +47.5% | +25.6% |
| 5Y | +191.7% | -44.8% | +236.5% | +222.1% |
| 10Y | +325.1% | +24.1% | +300.9% | +268.2% |
| All | +1,314.4% | +2,520.1% | -1,205.7% | +568.7% |
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