-43.8%
GPN vs AEIS
+232.6%
-276.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.4% |
| 7D | -4.6% | +2.3% | -6.9% | -5.2% |
| 30D | -0.3% | -14.8% | +14.5% | +3.0% |
| 3M | +35.4% | -15.6% | +51.0% | +37.2% |
| 6M | +21.7% | -8.7% | +30.4% | +18.1% |
| YTD | +14.9% | +37.3% | -22.4% | -4.2% |
| 1Y | +3.2% | +80.3% | -77.1% | -23.6% |
| 3Y | -27.1% | +177.9% | -205.1% | -57.3% |
| All | -43.8% | +232.6% | -276.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling