-38.7%
GPN vs AMBA
-54.5%
+15.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.8% | -11.0% | +11.7% | +2.8% |
| 30D | +5.8% | -23.2% | +28.9% | +10.5% |
| 3M | +37.0% | -12.7% | +49.7% | +36.5% |
| 6M | +20.1% | +11.2% | +8.9% | +12.2% |
| YTD | +20.4% | -11.2% | +31.6% | +16.9% |
| 1Y | +7.4% | -22.5% | +30.0% | +5.6% |
| 3Y | -26.1% | -1.3% | -24.8% | -35.3% |
| All | -38.7% | -54.5% | +15.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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