+340.7%
GPN vs AMCR
+93.5%
+247.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -4.3% | -6.3% | +1.9% | -1.9% |
| 30D | 0.0% | -7.8% | +7.8% | +3.1% |
| 3M | +35.8% | +7.5% | +28.3% | +32.4% |
| 6M | +22.0% | +2.7% | +19.3% | +20.5% |
| YTD | +15.2% | +6.0% | +9.2% | +11.8% |
| 1Y | +3.5% | +7.8% | -4.3% | -0.3% |
| 3Y | -26.9% | +5.8% | -32.7% | -30.1% |
| 5Y | -44.2% | -11.6% | -32.6% | -42.8% |
| 10Y | +27.3% | +14.6% | +12.7% | +13.4% |
| All | +340.7% | +93.5% | +247.2% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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