+2,600.4%
GPN vs CP
+4,707.1%
-2,106.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -5.6% | +2.1% | -7.8% | -6.6% |
| 30D | +13.6% | +9.3% | +4.3% | +9.1% |
| 3M | -2.8% | +0.5% | -3.3% | -3.3% |
| 6M | +38.1% | +10.4% | +27.6% | +31.6% |
| YTD | +19.9% | +28.7% | -8.8% | +6.0% |
| 1Y | +23.4% | +33.2% | -9.8% | +7.4% |
| 3Y | -12.6% | +38.4% | -51.1% | -25.8% |
| 5Y | -26.6% | +26.2% | -52.8% | -35.6% |
| 10Y | +40.4% | +258.4% | -218.0% | -18.9% |
| All | +2,600.4% | +4,707.1% | -2,106.7% | +462.0% |
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