+518.8%
GPN vs CF
+5,315.1%
-4,796.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.4% |
| 7D | +0.6% | -3.2% | +3.7% | +1.2% |
| 30D | +20.1% | +4.3% | +15.8% | +19.0% |
| 3M | +11.4% | +2.8% | +8.6% | +10.3% |
| 6M | +40.8% | +0.6% | +40.2% | +39.2% |
| YTD | +27.1% | +56.6% | -29.5% | +11.9% |
| 1Y | +29.2% | +49.6% | -20.4% | +14.8% |
| 3Y | -9.4% | +61.5% | -70.8% | -22.3% |
| 5Y | -25.1% | +124.0% | -149.1% | -42.9% |
| 10Y | +46.1% | +573.2% | -527.1% | -16.1% |
| All | +518.8% | +5,315.1% | -4,796.4% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling