+25.7%
GPN vs CNH
+158.6%
-132.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.3% | -5.7% | +1.4% | -2.2% |
| 30D | 0.0% | +26.6% | -26.5% | -9.5% |
| 3M | +35.8% | +31.1% | +4.7% | +20.5% |
| 6M | +22.0% | +24.9% | -2.9% | +9.1% |
| YTD | +15.2% | +48.7% | -33.5% | -4.9% |
| 1Y | +3.5% | +22.2% | -18.7% | -7.6% |
| 3Y | -26.9% | +7.4% | -34.4% | -33.0% |
| 5Y | -44.2% | +10.8% | -55.0% | -51.1% |
| All | +25.7% | +158.6% | -132.9% | -25.8% |
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