+25.3%
GPN vs CG
+314.7%
-289.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -4.6% | -9.9% | +5.3% | +0.1% |
| 30D | -0.3% | -11.7% | +11.4% | +5.6% |
| 3M | +35.4% | -4.3% | +39.7% | +37.5% |
| 6M | +21.7% | -8.8% | +30.4% | +26.0% |
| YTD | +14.9% | -26.9% | +41.7% | +31.0% |
| 1Y | +3.2% | -35.4% | +38.6% | +24.1% |
| 3Y | -27.1% | +43.0% | -70.2% | -42.4% |
| 5Y | -44.4% | +1.9% | -46.3% | -50.8% |
| All | +25.3% | +314.7% | -289.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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