+40.7%
GPN vs CNH
+107.0%
-66.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.2% | -7.8% | -10.4% |
| 7D | -7.1% | +6.4% | -13.5% | -9.6% |
| 30D | +7.7% | -1.6% | +9.3% | +8.2% |
| 3M | -0.1% | +11.6% | -11.7% | -5.8% |
| 6M | +29.4% | +12.5% | +16.9% | +20.3% |
| YTD | +15.1% | +31.1% | -16.0% | -1.0% |
| 1Y | +15.4% | +17.0% | -1.5% | +4.0% |
| 3Y | -16.5% | +28.7% | -45.3% | -29.5% |
| 5Y | -29.6% | -17.4% | -12.2% | -30.9% |
| All | +40.7% | +107.0% | -66.4% | -3.3% |
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