-26.9%
GPN vs CAG
-39.3%
+12.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.5% |
| 7D | -3.5% | -5.9% | +2.4% | -1.9% |
| 30D | +3.1% | -1.5% | +4.7% | +3.6% |
| 3M | +42.3% | +11.5% | +30.8% | +38.9% |
| 6M | +20.9% | -15.7% | +36.6% | +25.0% |
| YTD | +15.2% | -10.2% | +25.4% | +16.6% |
| 1Y | +5.4% | -18.1% | +23.5% | +9.1% |
| All | -26.9% | -39.3% | +12.3% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling