+25.7%
GPN vs ACGL
+277.0%
-251.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.5% | -3.6% | +0.1% | -1.6% |
| 30D | +3.1% | -2.1% | +5.2% | +4.3% |
| 3M | +42.3% | +5.4% | +36.9% | +38.2% |
| 6M | +20.9% | 0.0% | +20.9% | +20.2% |
| YTD | +15.2% | +0.3% | +14.9% | +14.1% |
| 1Y | +5.4% | +6.2% | -0.7% | +0.9% |
| 3Y | -27.4% | +30.9% | -58.3% | -40.3% |
| 5Y | -44.2% | +159.8% | -204.0% | -71.0% |
| All | +25.7% | +277.0% | -251.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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