+68.5%
COST vs GPN
-27.4%
+95.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -0.8% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | -7.1% | +35.8% | -42.9% | -9.5% |
| 6M | -8.5% | +22.0% | -30.5% | -10.2% |
| YTD | +5.4% | +15.2% | -9.8% | +4.0% |
| 1Y | -5.6% | +3.5% | -9.1% | -5.7% |
| 3Y | +68.5% | -26.9% | +95.4% | +77.3% |
| All | +68.5% | -27.4% | +95.9% | +77.3% |
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