-26.2%
GPN vs ALC
-15.3%
-10.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | -0.7% | -3.7% | +3.0% | +0.9% |
| 30D | +3.8% | -3.7% | +7.6% | +5.4% |
| 3M | +39.2% | +4.6% | +34.6% | +36.4% |
| 6M | +17.9% | -14.6% | +32.5% | +25.2% |
| YTD | +16.4% | -11.9% | +28.2% | +21.8% |
| 1Y | +3.6% | -13.1% | +16.8% | +8.9% |
| All | -26.2% | -15.3% | -10.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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