+2,885.1%
GPN vs CP
+4,688.7%
-1,803.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +3.7% | +2.8% | +0.9% | +2.3% |
| 30D | +23.6% | +11.0% | +12.5% | +18.0% |
| 3M | +18.3% | +3.8% | +14.4% | +16.2% |
| 6M | +47.8% | +9.5% | +38.3% | +41.4% |
| YTD | +32.6% | +28.2% | +4.4% | +17.4% |
| 1Y | +36.0% | +33.0% | +3.0% | +18.6% |
| 3Y | -3.9% | +35.5% | -39.4% | -17.5% |
| 5Y | -19.4% | +25.8% | -45.2% | -29.1% |
| 10Y | +52.1% | +250.7% | -198.7% | -11.4% |
| All | +2,885.1% | +4,688.7% | -1,803.6% | +522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling