+33.1%
CVS vs GPN
-44.5%
+77.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -2.0% | -3.5% | +1.5% | -1.4% |
| 30D | +1.9% | +3.1% | -1.2% | +1.3% |
| 3M | -2.2% | +42.3% | -44.5% | -8.2% |
| 6M | +26.7% | +20.9% | +5.9% | +21.8% |
| YTD | +22.9% | +15.2% | +7.7% | +18.7% |
| 1Y | +32.9% | +5.4% | +27.5% | +30.5% |
| 3Y | +62.3% | -27.4% | +89.7% | +70.6% |
| All | +33.1% | -44.5% | +77.6% | +42.5% |
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