+21.7%
GPN vs CFG
+34.2%
-12.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -3.1% |
| 7D | +15.0% | +1.8% | +13.2% | +13.8% |
| 30D | +16.9% | +3.3% | +13.6% | +14.7% |
| 3M | +9.2% | -9.8% | +19.0% | +15.2% |
| 6M | +34.7% | +5.2% | +29.5% | +30.3% |
| YTD | +25.4% | +16.1% | +9.3% | +14.2% |
| 1Y | +21.7% | +33.7% | -11.9% | +1.5% |
| All | +21.7% | +34.2% | -12.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling