+268.0%
GPN vs CVE
+89.9%
+178.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | +0.8% | +2.5% | -1.7% | +0.2% |
| 30D | +5.8% | +16.7% | -10.9% | +2.1% |
| 3M | +37.0% | +9.3% | +27.7% | +33.4% |
| 6M | +20.1% | +43.6% | -23.4% | +9.2% |
| YTD | +20.4% | +93.6% | -73.2% | +1.8% |
| 1Y | +7.4% | +98.8% | -91.3% | -10.1% |
| 3Y | -26.1% | +73.6% | -99.7% | -37.6% |
| 5Y | -38.5% | +312.5% | -351.0% | -59.0% |
| 10Y | +28.4% | +161.0% | -132.6% | -21.9% |
| All | +268.0% | +89.9% | +178.0% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling