+414.2%
GPN vs ACM
+230.8%
+183.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.8% | -3.7% | +4.5% | +2.3% |
| 30D | +5.8% | -11.1% | +16.9% | +10.0% |
| 3M | +37.0% | -8.0% | +45.0% | +40.4% |
| 6M | +20.1% | -29.7% | +49.8% | +36.0% |
| YTD | +20.4% | -29.4% | +49.8% | +35.9% |
| 1Y | +7.4% | -46.4% | +53.8% | +34.1% |
| 3Y | -26.1% | -22.3% | -3.8% | -20.4% |
| 5Y | -38.5% | +4.5% | -43.0% | -40.8% |
| 10Y | +28.4% | +127.6% | -99.3% | -9.8% |
| All | +414.2% | +230.8% | +183.4% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling