+284.7%
GPN vs CNH
+64.7%
+220.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.6% |
| 7D | +0.8% | +23.3% | -22.5% | -6.8% |
| 30D | +5.8% | +33.5% | -27.7% | -5.3% |
| 3M | +37.0% | +32.7% | +4.3% | +22.4% |
| 6M | +20.1% | +22.2% | -2.0% | +9.5% |
| YTD | +20.4% | +57.7% | -37.3% | -0.9% |
| 1Y | +7.4% | +28.0% | -20.6% | -4.6% |
| 3Y | -26.1% | +11.5% | -37.7% | -32.6% |
| 5Y | -38.5% | +11.9% | -50.4% | -45.4% |
| 10Y | +28.4% | +162.8% | -134.4% | -19.3% |
| All | +284.7% | +64.7% | +220.0% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling