+24.1%
GPN vs CF
+589.1%
-565.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +3.8% | +18.1% | -14.2% | -0.6% |
| 3M | +39.2% | +23.4% | +15.8% | +31.4% |
| 6M | +17.9% | +17.1% | +0.8% | +10.3% |
| YTD | +16.4% | +76.2% | -59.9% | -3.5% |
| 1Y | +3.6% | +62.3% | -58.6% | -12.2% |
| 3Y | -26.7% | +71.8% | -98.5% | -40.6% |
| 5Y | -44.8% | +234.6% | -279.3% | -67.2% |
| 10Y | +24.1% | +574.3% | -550.1% | -41.2% |
| All | +24.1% | +589.1% | -565.0% | -41.2% |
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