+24.1%
GPN vs CVE
+170.0%
-145.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.9% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +3.8% | +17.5% | -13.7% | +0.3% |
| 3M | +39.2% | +16.2% | +23.0% | +34.0% |
| 6M | +17.9% | +47.8% | -29.9% | +7.0% |
| YTD | +16.4% | +98.5% | -82.1% | -1.4% |
| 1Y | +3.6% | +109.8% | -106.1% | -13.6% |
| 3Y | -26.7% | +75.5% | -102.1% | -37.7% |
| 5Y | -44.8% | +341.6% | -386.4% | -62.9% |
| 10Y | +24.1% | +159.8% | -135.6% | -29.8% |
| All | +24.1% | +170.0% | -145.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling