+46.6%
GPN vs ACM
+132.6%
-86.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +3.9% |
| 7D | -5.6% | +5.6% | -11.3% | -8.3% |
| 30D | +13.6% | +20.8% | -7.2% | +3.0% |
| 3M | -2.8% | +11.4% | -14.2% | -8.6% |
| 6M | +38.1% | +0.9% | +37.1% | +35.1% |
| YTD | +19.9% | -24.8% | +44.7% | +35.9% |
| 1Y | +23.4% | -46.4% | +69.8% | +66.4% |
| 3Y | -12.6% | -9.2% | -3.4% | -12.1% |
| 5Y | -26.6% | +5.0% | -31.6% | -32.2% |
| All | +46.6% | +132.6% | -86.0% | -10.3% |
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