-26.7%
GPN vs ACI
-42.9%
+16.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | +13.6% | +1.2% | +12.4% | +13.3% |
| 3M | -2.8% | +6.8% | -9.6% | -3.8% |
| 6M | +38.1% | -18.7% | +56.8% | +40.2% |
| YTD | +19.9% | -20.2% | +40.1% | +21.5% |
| 1Y | +23.4% | -23.7% | +47.1% | +25.9% |
| 3Y | -12.6% | -31.6% | +19.0% | -10.3% |
| All | -26.7% | -42.9% | +16.2% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling