+213.0%
GPN vs AMC
-98.1%
+311.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.7% |
| 7D | +0.8% | +2.3% | -1.5% | +0.7% |
| 30D | +5.8% | -0.7% | +6.5% | +5.8% |
| 3M | +37.0% | +35.2% | +1.8% | +35.1% |
| 6M | +20.1% | +124.6% | -104.4% | +16.2% |
| YTD | +20.4% | +69.9% | -49.5% | +17.4% |
| 1Y | +7.4% | -2.6% | +10.0% | +6.5% |
| 3Y | -26.1% | -79.8% | +53.6% | -25.0% |
| 5Y | -38.5% | -99.4% | +60.9% | -33.8% |
| 10Y | +28.4% | -98.9% | +127.3% | +24.9% |
| All | +213.0% | -98.1% | +311.1% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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