+46.6%
GPN vs CNH
+106.0%
-59.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -5.6% | +3.0% | -8.7% | -7.0% |
| 30D | +13.6% | -0.6% | +14.2% | +13.6% |
| 3M | -2.8% | +14.6% | -17.4% | -9.2% |
| 6M | +38.1% | +11.8% | +26.3% | +28.7% |
| YTD | +19.9% | +30.4% | -10.5% | +3.3% |
| 1Y | +23.4% | +19.1% | +4.4% | +10.4% |
| 3Y | -12.6% | +30.2% | -42.8% | -26.6% |
| 5Y | -26.6% | -17.8% | -8.8% | -27.8% |
| All | +46.6% | +106.0% | -59.4% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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