+169.4%
GPN vs CFG
+358.5%
-189.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.8% | -11.2% | -11.6% |
| 7D | -7.1% | +1.6% | -8.8% | -7.8% |
| 30D | +7.7% | +3.3% | +4.4% | +5.9% |
| 3M | -0.1% | -11.5% | +11.4% | +5.4% |
| 6M | +29.4% | +6.2% | +23.2% | +25.4% |
| YTD | +15.1% | +14.3% | +0.8% | +7.5% |
| 1Y | +15.4% | +26.7% | -11.3% | +2.8% |
| 3Y | -16.5% | +187.8% | -204.3% | -49.3% |
| 5Y | -29.6% | +61.3% | -90.9% | -46.0% |
| 10Y | +34.7% | +217.2% | -182.5% | -32.0% |
| All | +169.4% | +358.5% | -189.1% | +20.2% |
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 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