+25.3%
GPN vs CAG
-36.2%
+61.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.6% | -5.7% | +1.1% | -3.3% |
| 30D | -0.3% | -2.4% | +2.1% | +0.3% |
| 3M | +35.4% | +9.8% | +25.6% | +32.6% |
| 6M | +21.7% | -10.8% | +32.5% | +24.6% |
| YTD | +14.9% | -10.8% | +25.7% | +17.0% |
| 1Y | +3.2% | -19.0% | +22.2% | +7.4% |
| 3Y | -27.1% | -39.7% | +12.5% | -19.6% |
| 5Y | -44.4% | -43.0% | -1.4% | -38.0% |
| All | +25.3% | -36.2% | +61.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling