-47.0%
GPN vs ALC
-17.4%
-29.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | -6.2% | -5.3% | -1.0% | -3.7% |
| 30D | +1.0% | -7.1% | +8.1% | +4.6% |
| 3M | +36.9% | +0.8% | +36.1% | +36.2% |
| 6M | +16.8% | -16.0% | +32.8% | +26.2% |
| YTD | +13.2% | -12.7% | +26.0% | +20.0% |
| 1Y | +1.4% | -12.8% | +14.3% | +7.4% |
| 3Y | -28.6% | -15.8% | -12.8% | -25.3% |
| 5Y | -47.0% | -16.7% | -30.3% | -48.5% |
| All | -47.0% | -17.4% | -29.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling