+25.3%
GPN vs CP
+232.0%
-206.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -4.6% | -2.6% | -2.0% | -3.0% |
| 30D | -0.3% | -3.7% | +3.5% | +2.0% |
| 3M | +35.4% | +0.1% | +35.3% | +34.8% |
| 6M | +21.7% | +7.8% | +13.8% | +14.7% |
| YTD | +14.9% | +21.7% | -6.8% | -0.4% |
| 1Y | +3.2% | +18.6% | -15.4% | -9.0% |
| 3Y | -27.1% | +17.5% | -44.7% | -36.8% |
| 5Y | -44.4% | +35.4% | -79.7% | -57.3% |
| All | +25.3% | +232.0% | -206.7% | -42.2% |
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