-26.7%
GPN vs CP
+20.4%
-47.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.8% |
| 30D | +3.8% | -0.5% | +4.4% | +4.0% |
| 3M | +39.2% | +1.4% | +37.7% | +37.8% |
| 6M | +17.9% | +10.3% | +7.6% | +11.4% |
| YTD | +16.4% | +24.3% | -7.9% | +2.7% |
| 1Y | +3.6% | +20.4% | -16.8% | -6.9% |
| 3Y | -26.7% | +21.8% | -48.5% | -36.4% |
| All | -26.7% | +20.4% | -47.1% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling