-47.0%
GPN vs ACM
+2.7%
-49.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.1% |
| 7D | -6.2% | -3.7% | -2.6% | -4.3% |
| 30D | +1.0% | -12.7% | +13.7% | +7.7% |
| 3M | +36.9% | -9.8% | +46.7% | +42.9% |
| 6M | +16.8% | -31.4% | +48.2% | +42.0% |
| YTD | +13.2% | -32.1% | +45.3% | +37.7% |
| 1Y | +1.4% | -47.8% | +49.3% | +42.9% |
| 3Y | -28.6% | -22.1% | -6.6% | -23.6% |
| 5Y | -47.0% | +1.8% | -48.8% | -53.2% |
| All | -47.0% | +2.7% | -49.7% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling