-18.1%
GPN vs CNH
-11.0%
-7.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.0% |
| 7D | +4.3% | +6.7% | -2.4% | +1.5% |
| 30D | +22.1% | +7.2% | +14.9% | +18.7% |
| 3M | +17.1% | +17.5% | -0.4% | +8.6% |
| 6M | +46.7% | +15.0% | +31.8% | +35.8% |
| YTD | +30.8% | +36.8% | -6.0% | +10.9% |
| 1Y | +31.5% | +27.6% | +3.8% | +14.6% |
| 3Y | -5.1% | +34.3% | -39.5% | -21.0% |
| 5Y | -18.1% | -12.2% | -5.9% | -22.5% |
| All | -18.1% | -11.0% | -7.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling