+40.7%
GPN vs CP
+259.0%
-218.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.9% | -12.9% | -12.6% |
| 7D | -7.1% | +0.9% | -8.0% | -7.8% |
| 30D | +7.7% | +10.3% | -2.6% | +1.1% |
| 3M | -0.1% | +2.3% | -2.4% | -1.8% |
| 6M | +29.4% | +10.7% | +18.7% | +20.5% |
| YTD | +15.1% | +29.3% | -14.2% | -4.2% |
| 1Y | +15.4% | +31.5% | -16.0% | -4.9% |
| 3Y | -16.5% | +36.7% | -53.3% | -34.5% |
| 5Y | -29.6% | +26.8% | -56.4% | -43.2% |
| All | +40.7% | +259.0% | -218.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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