+306.3%
GPN vs ALM
+7,705.7%
-7,399.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.8% |
| 7D | +0.8% | -2.6% | +3.4% | +0.8% |
| 30D | +5.8% | +32.0% | -26.2% | +5.7% |
| 3M | +37.0% | -15.0% | +52.0% | +37.0% |
| 6M | +20.1% | -10.1% | +30.3% | +20.1% |
| YTD | +20.4% | +99.4% | -79.0% | +20.1% |
| 1Y | +7.4% | +316.4% | -308.9% | +7.0% |
| 3Y | -26.1% | +2,022.0% | -2,048.1% | -26.8% |
| 5Y | -38.5% | +941.2% | -979.7% | -39.0% |
| 10Y | +28.4% | +2,950.3% | -2,922.0% | +27.1% |
| All | +306.3% | +7,705.7% | -7,399.4% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling