+25.3%
GPN vs AEIS
+562.2%
-536.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.8% |
| 7D | -4.6% | +2.3% | -6.9% | -5.4% |
| 30D | -0.3% | -14.8% | +14.5% | +3.9% |
| 3M | +35.4% | -15.6% | +51.0% | +37.5% |
| 6M | +21.7% | -8.7% | +30.4% | +17.8% |
| YTD | +14.9% | +37.3% | -22.4% | -5.1% |
| 1Y | +3.2% | +80.3% | -77.1% | -24.2% |
| 3Y | -27.1% | +177.9% | -205.1% | -56.8% |
| 5Y | -44.4% | +235.8% | -280.2% | -70.2% |
| All | +25.3% | +562.2% | -536.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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