+25.3%
GPN vs ALM
+2,589.2%
-2,563.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -4.6% | -11.8% | +7.2% | -4.3% |
| 30D | -0.3% | +7.8% | -8.1% | -0.6% |
| 3M | +35.4% | -9.3% | +44.7% | +35.4% |
| 6M | +21.7% | -30.5% | +52.1% | +22.2% |
| YTD | +14.9% | +75.8% | -60.9% | +11.7% |
| 1Y | +3.2% | +241.2% | -238.0% | -2.1% |
| 3Y | -27.1% | +1,872.6% | -1,899.8% | -36.0% |
| 5Y | -44.4% | +849.6% | -893.9% | -50.4% |
| All | +25.3% | +2,589.2% | -2,563.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling