+46.6%
GPN vs CF
+479.1%
-432.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -5.6% | +4.8% | -10.4% | -6.8% |
| 30D | +13.6% | +4.7% | +8.9% | +12.2% |
| 3M | -2.8% | +7.4% | -10.2% | -5.0% |
| 6M | +38.1% | +0.6% | +37.5% | +36.4% |
| YTD | +19.9% | +64.1% | -44.2% | +0.6% |
| 1Y | +23.4% | +51.4% | -28.0% | +5.9% |
| 3Y | -12.6% | +67.8% | -80.4% | -29.4% |
| 5Y | -26.6% | +114.1% | -140.7% | -49.5% |
| All | +46.6% | +479.1% | -432.5% | -30.7% |
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