-16.2%
GPN vs ACGL
+33.3%
-49.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.1% | -12.1% | -12.0% |
| 7D | -7.1% | -1.2% | -5.9% | -6.8% |
| 30D | +7.7% | +12.8% | -5.1% | +3.1% |
| 3M | -0.1% | +12.3% | -12.4% | -4.2% |
| 6M | +29.4% | +15.8% | +13.6% | +22.8% |
| YTD | +15.1% | +13.9% | +1.2% | +9.4% |
| 1Y | +15.4% | +19.0% | -3.6% | +8.0% |
| All | -16.2% | +33.3% | -49.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling