-23.9%
GPN vs AMBA
-70.4%
+46.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +1.5% |
| 7D | +0.6% | -7.2% | +7.8% | +1.7% |
| 30D | +20.1% | -10.4% | +30.5% | +21.8% |
| 3M | +11.4% | -30.1% | +41.5% | +17.4% |
| 6M | +40.8% | -22.4% | +63.2% | +40.7% |
| YTD | +27.1% | -17.3% | +44.4% | +23.9% |
| 1Y | +29.2% | -35.4% | +64.6% | +31.5% |
| 3Y | -9.4% | +18.6% | -28.0% | -24.4% |
| All | -23.9% | -70.4% | +46.5% | -29.0% |
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