+408.4%
GPN vs AMBA
+799.6%
-391.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.3% |
| 7D | +3.7% | -2.6% | +6.3% | +4.0% |
| 30D | +23.6% | -10.5% | +34.1% | +25.5% |
| 3M | +18.3% | -26.4% | +44.7% | +23.6% |
| 6M | +47.8% | -20.9% | +68.7% | +47.7% |
| YTD | +32.6% | -14.8% | +47.4% | +29.4% |
| 1Y | +36.0% | -36.1% | +72.0% | +39.0% |
| 3Y | -3.9% | +20.2% | -24.1% | -16.8% |
| 5Y | -19.4% | -67.2% | +47.9% | -18.3% |
| 10Y | +52.1% | +5.0% | +47.1% | +15.9% |
| All | +408.4% | +799.6% | -391.1% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling