-28.2%
GPN vs ACM
-22.3%
-5.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.3% |
| 7D | -6.2% | -3.7% | -2.6% | -4.6% |
| 30D | +1.0% | -12.7% | +13.7% | +6.9% |
| 3M | +36.9% | -9.8% | +46.7% | +42.1% |
| 6M | +16.8% | -31.4% | +48.2% | +39.4% |
| YTD | +13.2% | -32.1% | +45.3% | +35.2% |
| 1Y | +1.4% | -47.8% | +49.3% | +38.2% |
| All | -28.2% | -22.3% | -5.9% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling