+361.8%
GPN vs AMBA
+837.3%
-475.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.7% |
| 6M | +20.1% | +11.2% | +8.9% | +13.3% |
| YTD | +20.4% | -11.2% | +31.6% | +17.6% |
| 1Y | +7.4% | -22.5% | +30.0% | +6.2% |
| 3Y | -26.1% | -1.3% | -24.8% | -33.3% |
| 5Y | -38.5% | -54.2% | +15.6% | -41.0% |
| 10Y | +28.4% | -6.1% | +34.5% | -0.6% |
| All | +361.8% | +837.3% | -475.4% | +176.6% |
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