+15.8%
GPN vs CAI
-11.0%
+26.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.3% |
| 7D | -6.2% | -3.1% | -3.1% | -5.9% |
| 30D | +1.0% | +2.7% | -1.7% | +0.5% |
| 3M | +36.9% | +41.7% | -4.8% | +29.6% |
| 6M | +16.8% | +26.5% | -9.7% | +11.4% |
| YTD | +13.2% | -10.9% | +24.2% | +13.3% |
| 1Y | +1.4% | -29.2% | +30.7% | +5.5% |
| All | +15.8% | -11.0% | +26.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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