-44.2%
GPN vs ALM
+856.4%
-900.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.6% | +11.4% | +2.1% |
| 7D | -3.5% | -7.1% | +3.6% | -3.3% |
| 30D | +3.1% | +24.7% | -21.5% | +2.1% |
| 3M | +42.3% | +8.3% | +34.0% | +41.1% |
| 6M | +20.9% | -22.2% | +43.0% | +21.0% |
| YTD | +15.2% | +88.1% | -72.9% | +11.1% |
| 1Y | +5.4% | +272.4% | -266.9% | -1.4% |
| 3Y | -27.4% | +2,004.1% | -2,031.5% | -38.6% |
| 5Y | -44.2% | +915.8% | -960.0% | -52.1% |
| All | -44.2% | +856.4% | -900.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling