+21.7%
GPN vs ACM
-46.6%
+68.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.9% |
| 7D | +15.0% | +9.5% | +5.5% | +11.6% |
| 30D | +16.9% | +14.7% | +2.2% | +11.8% |
| 3M | +9.2% | -9.5% | +18.7% | +12.4% |
| 6M | +34.7% | -18.0% | +52.8% | +43.7% |
| YTD | +25.4% | -27.3% | +52.7% | +40.5% |
| 1Y | +21.7% | -47.0% | +68.7% | +39.0% |
| All | +21.7% | -46.6% | +68.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling