+320.7%
GPN vs CG
+341.4%
-20.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +3.8% | -3.2% | +7.0% | +5.2% |
| 3M | +39.2% | +6.2% | +33.0% | +35.1% |
| 6M | +17.9% | -4.7% | +22.5% | +19.6% |
| YTD | +16.4% | -20.6% | +37.0% | +26.5% |
| 1Y | +3.6% | -26.4% | +30.0% | +15.7% |
| 3Y | -26.7% | +55.4% | -82.1% | -41.7% |
| 5Y | -44.8% | +9.8% | -54.6% | -51.5% |
| 10Y | +24.1% | +341.4% | -317.2% | -32.7% |
| All | +320.7% | +341.4% | -20.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling