-29.6%
GPN vs CPB
-34.3%
+4.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.1% | -10.9% | -11.8% |
| 7D | -7.1% | -5.8% | -1.3% | -5.9% |
| 30D | +7.7% | +16.5% | -8.8% | +4.1% |
| 3M | -0.1% | -1.1% | +1.0% | -0.1% |
| 6M | +29.4% | +11.5% | +17.9% | +26.2% |
| YTD | +15.1% | -15.7% | +30.8% | +18.1% |
| 1Y | +15.4% | -24.7% | +40.1% | +21.1% |
| 3Y | -16.5% | -37.3% | +20.8% | -9.8% |
| 5Y | -29.6% | -35.0% | +5.5% | -23.9% |
| All | -29.6% | -34.3% | +4.8% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling