-26.9%
GPN vs AEIS
+160.8%
-187.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +3.1% | -16.4% | +19.5% | +5.5% |
| 3M | +42.3% | -11.1% | +53.4% | +41.5% |
| 6M | +20.9% | -12.0% | +32.9% | +18.8% |
| YTD | +15.2% | +30.9% | -15.6% | +1.2% |
| 1Y | +5.4% | +74.3% | -68.9% | -16.3% |
| All | -26.9% | +160.8% | -187.7% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling