+2,449.8%
GPN vs AEIS
+896.2%
+1,553.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -6.2% | +6.5% | -12.7% | -7.6% |
| 30D | +1.0% | -9.2% | +10.2% | +2.7% |
| 3M | +36.9% | -8.3% | +45.2% | +36.0% |
| 6M | +16.8% | -6.3% | +23.1% | +14.1% |
| YTD | +13.2% | +36.5% | -23.3% | +0.3% |
| 1Y | +1.4% | +84.8% | -83.3% | -17.1% |
| 3Y | -28.6% | +176.6% | -205.2% | -48.4% |
| 5Y | -47.0% | +237.1% | -284.1% | -63.8% |
| 10Y | +25.2% | +554.7% | -529.5% | -29.9% |
| All | +2,449.8% | +896.2% | +1,553.6% | +858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling