-44.0%
ACHR vs GPN
-52.2%
+8.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.3% | -4.3% | +2.0% | +0.3% |
| 30D | -11.3% | 0.0% | -11.3% | -11.1% |
| 3M | +5.3% | +35.8% | -30.5% | -13.4% |
| 6M | -13.2% | +22.0% | -35.2% | -24.3% |
| YTD | -25.8% | +15.2% | -41.0% | -34.0% |
| 1Y | -34.3% | +3.5% | -37.8% | -37.6% |
| 3Y | -19.9% | -26.9% | +7.0% | -6.3% |
| 5Y | -42.7% | -44.2% | +1.6% | -30.9% |
| All | -44.0% | -52.2% | +8.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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