+23.5%
GPN vs CFG
+310.3%
-286.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -6.2% | -0.6% | -5.7% | -6.0% |
| 30D | +1.0% | -4.5% | +5.6% | +3.2% |
| 3M | +36.9% | +6.3% | +30.6% | +33.0% |
| 6M | +16.8% | +20.6% | -3.8% | +6.8% |
| YTD | +13.2% | +21.2% | -8.0% | +3.0% |
| 1Y | +1.4% | +38.2% | -36.7% | -13.2% |
| 3Y | -28.6% | +185.9% | -214.6% | -56.8% |
| 5Y | -47.0% | +97.0% | -144.0% | -62.8% |
| All | +23.5% | +310.3% | -286.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling