+486.2%
GPN vs CF
+5,948.3%
-5,462.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.5% |
| 7D | +0.8% | +6.0% | -5.2% | -0.5% |
| 30D | +5.8% | +14.8% | -9.1% | +2.5% |
| 3M | +37.0% | +14.1% | +22.9% | +32.6% |
| 6M | +20.1% | +28.5% | -8.4% | +11.3% |
| YTD | +20.4% | +74.9% | -54.5% | +3.8% |
| 1Y | +7.4% | +61.7% | -54.3% | -5.9% |
| 3Y | -26.1% | +80.3% | -106.4% | -38.1% |
| 5Y | -38.5% | +226.0% | -264.5% | -57.0% |
| 10Y | +28.4% | +569.9% | -541.5% | -26.4% |
| All | +486.2% | +5,948.3% | -5,462.1% | +62.8% |
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