-43.7%
GPN vs CNI
+12.6%
-56.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -4.3% | -0.4% | -4.0% | -4.1% |
| 30D | 0.0% | -2.7% | +2.7% | +1.6% |
| 3M | +35.8% | +3.9% | +31.9% | +32.5% |
| 6M | +22.0% | +16.4% | +5.6% | +10.2% |
| YTD | +15.2% | +25.8% | -10.6% | -1.6% |
| 1Y | +3.5% | +32.4% | -28.9% | -14.7% |
| 3Y | -26.9% | +19.1% | -46.0% | -36.6% |
| All | -43.7% | +12.6% | -56.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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