+267.6%
GPN vs CNH
+36.9%
+230.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.2% | -7.8% | -10.5% |
| 7D | -7.1% | +6.4% | -13.5% | -9.4% |
| 30D | +7.7% | -1.6% | +9.3% | +8.2% |
| 3M | -0.1% | +11.6% | -11.7% | -5.3% |
| 6M | +29.4% | +12.5% | +16.9% | +21.1% |
| YTD | +15.1% | +31.1% | -16.0% | +0.5% |
| 1Y | +15.4% | +17.0% | -1.5% | +5.1% |
| 3Y | -16.5% | +28.7% | -45.3% | -28.1% |
| 5Y | -29.6% | -17.4% | -12.2% | -30.6% |
| 10Y | +34.7% | +105.0% | -70.2% | -8.6% |
| All | +267.6% | +36.9% | +230.8% | +159.8% |
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 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