-18.1%
GPN vs CFG
+66.4%
-84.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +4.3% | -0.8% | +5.1% | +4.7% |
| 30D | +22.1% | +3.1% | +19.0% | +19.8% |
| 3M | +17.1% | -9.7% | +26.8% | +23.3% |
| 6M | +46.7% | +6.7% | +40.0% | +40.8% |
| YTD | +30.8% | +15.2% | +15.6% | +19.8% |
| 1Y | +31.5% | +28.8% | +2.7% | +13.2% |
| 3Y | -5.1% | +190.1% | -195.2% | -48.0% |
| 5Y | -18.1% | +63.4% | -81.5% | -40.3% |
| All | -18.1% | +66.4% | -84.5% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling