+46.6%
GPN vs CFG
+216.2%
-169.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | -5.6% | +3.2% | -8.8% | -7.0% |
| 30D | +13.6% | +5.1% | +8.5% | +10.8% |
| 3M | -2.8% | -11.2% | +8.4% | +2.5% |
| 6M | +38.1% | +9.6% | +28.5% | +31.8% |
| YTD | +19.9% | +15.0% | +5.0% | +11.6% |
| 1Y | +23.4% | +29.9% | -6.5% | +8.4% |
| 3Y | -12.6% | +192.1% | -204.7% | -47.7% |
| 5Y | -26.6% | +62.3% | -88.9% | -44.2% |
| All | +46.6% | +216.2% | -169.6% | -12.2% |
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