-26.7%
GPN vs ACGL
+173.3%
-200.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -5.6% | +2.2% | -7.8% | -6.5% |
| 30D | +13.6% | +12.3% | +1.3% | +8.4% |
| 3M | -2.8% | +11.8% | -14.6% | -7.2% |
| 6M | +38.1% | +17.5% | +20.6% | +29.2% |
| YTD | +19.9% | +14.3% | +5.6% | +13.1% |
| 1Y | +23.4% | +18.2% | +5.2% | +14.8% |
| 3Y | -12.6% | +33.2% | -45.8% | -23.7% |
| All | -26.7% | +173.3% | -200.0% | -58.3% |
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 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