-23.9%
GPN vs CF
+120.6%
-144.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.5% |
| 7D | +0.6% | -3.2% | +3.7% | +0.9% |
| 30D | +20.1% | +4.3% | +15.8% | +19.6% |
| 3M | +11.4% | +2.8% | +8.6% | +10.9% |
| 6M | +40.8% | +0.6% | +40.2% | +40.0% |
| YTD | +27.1% | +56.6% | -29.5% | +16.9% |
| 1Y | +29.2% | +49.6% | -20.4% | +19.6% |
| 3Y | -9.4% | +61.5% | -70.8% | -18.6% |
| All | -23.9% | +120.6% | -144.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling