-26.7%
GPN vs CFG
+193.0%
-219.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.8% |
| 7D | -0.7% | +2.7% | -3.4% | -2.1% |
| 30D | +3.8% | -3.7% | +7.5% | +5.9% |
| 3M | +39.2% | +9.5% | +29.7% | +32.2% |
| 6M | +17.9% | +22.2% | -4.4% | +5.2% |
| YTD | +16.4% | +22.3% | -6.0% | +3.5% |
| 1Y | +3.6% | +39.4% | -35.8% | -14.4% |
| 3Y | -26.7% | +188.5% | -215.2% | -56.8% |
| All | -26.7% | +193.0% | -219.7% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling