-28.2%
GPN vs ACI
-45.1%
+16.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | -6.2% | -5.0% | -1.2% | -5.7% |
| 30D | +1.0% | -2.3% | +3.3% | +1.3% |
| 3M | +36.9% | -23.2% | +60.1% | +39.5% |
| 6M | +16.8% | -29.5% | +46.3% | +19.7% |
| YTD | +13.2% | -28.6% | +41.8% | +15.3% |
| 1Y | +1.4% | -34.0% | +35.5% | +4.3% |
| All | -28.2% | -45.1% | +16.9% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling