+3,014.3%
COST vs GPN
+2,494.6%
+519.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -4.4% | +3.1% | -7.6% | -5.2% |
| 3M | -8.1% | +42.3% | -50.4% | -15.6% |
| 6M | -9.2% | +20.9% | -30.1% | -14.0% |
| YTD | +5.1% | +15.2% | -10.1% | -0.1% |
| 1Y | -5.1% | +5.4% | -10.5% | -8.1% |
| 3Y | +70.4% | -27.4% | +97.7% | +75.6% |
| 5Y | +104.7% | -44.2% | +148.9% | +119.3% |
| 10Y | +608.8% | +27.4% | +581.5% | +485.3% |
| All | +3,014.3% | +2,494.6% | +519.7% | +1,019.9% |
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