-42.9%
GPN vs ACI
+21.2%
-64.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.5% |
| 7D | -4.6% | -3.7% | -0.8% | -4.3% |
| 30D | -0.3% | +0.6% | -0.9% | -0.3% |
| 3M | +35.4% | -20.3% | +55.8% | +37.0% |
| 6M | +21.7% | -24.7% | +46.3% | +23.3% |
| YTD | +14.9% | -27.2% | +42.1% | +16.5% |
| 1Y | +3.2% | -32.7% | +35.9% | +5.2% |
| 3Y | -27.1% | -43.9% | +16.8% | -25.2% |
| 5Y | -44.4% | -38.9% | -5.5% | -43.0% |
| All | -42.9% | +21.2% | -64.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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