-16.2%
GPN vs CPB
-37.1%
+20.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.1% | -10.9% | -11.7% |
| 7D | -7.1% | -5.8% | -1.3% | -5.7% |
| 30D | +7.7% | +16.5% | -8.8% | +3.5% |
| 3M | -0.1% | -1.1% | +1.0% | -0.1% |
| 6M | +29.4% | +11.5% | +17.9% | +25.7% |
| YTD | +15.1% | -15.7% | +30.8% | +18.8% |
| 1Y | +15.4% | -24.7% | +40.1% | +22.4% |
| All | -16.2% | -37.1% | +20.9% | -6.6% |
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