+2,520.1%
GPN vs CAG
+115.9%
+2,404.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | -0.7% | -5.3% | +4.6% | +1.0% |
| 30D | +3.8% | +1.0% | +2.8% | +3.5% |
| 3M | +39.2% | +17.4% | +21.8% | +32.2% |
| 6M | +17.9% | -16.8% | +34.7% | +24.5% |
| YTD | +16.4% | -6.8% | +23.1% | +17.8% |
| 1Y | +3.6% | -15.4% | +19.0% | +8.1% |
| 3Y | -26.7% | -37.1% | +10.4% | -17.0% |
| 5Y | -44.8% | -41.3% | -3.5% | -36.7% |
| 10Y | +24.1% | -35.5% | +59.6% | +29.1% |
| All | +2,520.1% | +115.9% | +2,404.2% | +1,378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling