-12.6%
GPN vs AME
+64.2%
-76.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | -5.6% | +5.9% | -11.5% | -8.0% |
| 30D | +13.6% | -1.9% | +15.5% | +13.8% |
| 3M | -2.8% | -5.4% | +2.6% | -1.1% |
| 6M | +38.1% | +4.9% | +33.1% | +32.0% |
| YTD | +19.9% | +18.5% | +1.5% | +5.2% |
| 1Y | +23.4% | +25.5% | -2.1% | +4.3% |
| 3Y | -12.6% | +63.0% | -75.7% | -35.2% |
| All | -12.6% | +64.2% | -76.9% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling