+181.9%
GPN vs CFG
+396.4%
-214.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.8% | +1.5% | -0.8% | +0.1% |
| 30D | +5.8% | -3.8% | +9.6% | +7.6% |
| 3M | +37.0% | +11.5% | +25.5% | +30.1% |
| 6M | +20.1% | +19.2% | +1.0% | +10.5% |
| YTD | +20.4% | +23.7% | -3.3% | +8.6% |
| 1Y | +7.4% | +38.8% | -31.4% | -8.2% |
| 3Y | -26.1% | +178.9% | -205.0% | -54.6% |
| 5Y | -38.5% | +101.8% | -140.3% | -57.2% |
| 10Y | +28.4% | +317.3% | -288.9% | -42.5% |
| All | +181.9% | +396.4% | -214.5% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling