+25.7%
GPN vs ACM
+131.7%
-105.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.6% |
| 7D | -3.5% | -5.9% | +2.4% | -0.6% |
| 30D | +3.1% | -6.2% | +9.3% | +5.7% |
| 3M | +42.3% | -7.9% | +50.2% | +46.5% |
| 6M | +20.9% | -30.6% | +51.5% | +42.4% |
| YTD | +15.2% | -33.3% | +48.5% | +38.0% |
| 1Y | +5.4% | -49.2% | +54.6% | +43.7% |
| 3Y | -27.4% | -23.5% | -3.9% | -20.3% |
| 5Y | -44.2% | +0.9% | -45.1% | -46.7% |
| All | +25.7% | +131.7% | -105.9% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling