+5.4%
GPN vs ACM
-48.9%
+54.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.3% |
| 7D | -3.5% | -5.9% | +2.4% | -1.6% |
| 30D | +3.1% | -6.2% | +9.3% | +4.8% |
| 3M | +42.3% | -7.9% | +50.2% | +44.9% |
| 6M | +20.9% | -30.6% | +51.5% | +37.3% |
| YTD | +15.2% | -33.3% | +48.5% | +32.8% |
| 1Y | +5.4% | -49.2% | +54.6% | +28.4% |
| All | +5.4% | -48.9% | +54.3% | +28.4% |
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