+52.1%
GPN vs CF
+494.2%
-442.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.3% |
| 7D | +3.7% | +4.8% | -1.1% | +2.4% |
| 30D | +23.6% | +9.7% | +13.9% | +20.7% |
| 3M | +18.3% | +1.2% | +17.0% | +17.4% |
| 6M | +47.8% | +7.4% | +40.4% | +43.4% |
| YTD | +32.6% | +60.5% | -28.0% | +11.9% |
| 1Y | +36.0% | +50.7% | -14.8% | +16.8% |
| 3Y | -3.9% | +64.8% | -68.7% | -21.9% |
| 5Y | -19.4% | +115.8% | -135.2% | -44.7% |
| 10Y | +52.1% | +481.0% | -429.0% | -26.5% |
| All | +52.1% | +494.2% | -442.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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