+28.6%
GPN vs ACWI
+228.5%
-199.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -0.7% | +1.1% | -1.8% | -2.1% |
| 30D | +3.8% | -0.2% | +4.0% | +4.1% |
| 3M | +39.2% | +4.7% | +34.5% | +30.7% |
| 6M | +17.9% | +14.5% | +3.4% | -1.9% |
| YTD | +16.4% | +14.6% | +1.7% | -3.4% |
| 1Y | +3.6% | +21.4% | -17.8% | -20.5% |
| 3Y | -26.7% | +77.6% | -104.3% | -66.0% |
| 5Y | -44.8% | +68.1% | -112.9% | -72.1% |
| All | +28.6% | +228.5% | -199.9% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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