-44.8%
GPN vs ACGL
+158.6%
-203.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.4% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | +3.8% | -2.8% | +6.6% | +5.0% |
| 3M | +39.2% | +6.8% | +32.4% | +35.6% |
| 6M | +17.9% | -1.5% | +19.4% | +18.3% |
| YTD | +16.4% | -0.2% | +16.6% | +15.9% |
| 1Y | +3.6% | +5.3% | -1.7% | +0.7% |
| 3Y | -26.7% | +30.3% | -57.0% | -36.1% |
| 5Y | -44.8% | +151.8% | -196.6% | -67.7% |
| All | -44.8% | +158.6% | -203.4% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling