-28.2%
GPN vs CPB
-40.6%
+12.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | -6.2% | -8.0% | +1.8% | -4.4% |
| 30D | +1.0% | -2.4% | +3.4% | +1.6% |
| 3M | +36.9% | +0.5% | +36.4% | +36.7% |
| 6M | +16.8% | -10.5% | +27.2% | +19.3% |
| YTD | +13.2% | -17.5% | +30.8% | +17.4% |
| 1Y | +1.4% | -31.0% | +32.5% | +9.3% |
| All | -28.2% | -40.6% | +12.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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