+25.3%
GPN vs AME
+445.1%
-419.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -2.7% |
| 7D | -4.6% | +1.7% | -6.3% | -5.9% |
| 30D | -0.3% | -6.4% | +6.2% | +4.4% |
| 3M | +35.4% | +7.1% | +28.4% | +27.5% |
| 6M | +21.7% | +8.2% | +13.5% | +12.8% |
| YTD | +14.9% | +18.2% | -3.3% | -1.0% |
| 1Y | +3.2% | +26.7% | -23.6% | -16.1% |
| 3Y | -27.1% | +60.7% | -87.8% | -51.7% |
| 5Y | -44.4% | +91.6% | -135.9% | -68.5% |
| All | +25.3% | +445.1% | -419.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling