+2,611.5%
GPN vs AME
+7,038.2%
-4,426.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | +5.8% | -6.7% | +12.5% | +9.8% |
| 3M | +37.0% | +4.1% | +32.9% | +33.2% |
| 6M | +20.1% | +1.6% | +18.6% | +17.8% |
| YTD | +20.4% | +16.1% | +4.3% | +9.2% |
| 1Y | +7.4% | +27.3% | -19.9% | -7.8% |
| 3Y | -26.1% | +50.9% | -77.0% | -42.7% |
| 5Y | -38.5% | +81.4% | -119.9% | -57.2% |
| 10Y | +28.4% | +417.0% | -388.6% | -47.4% |
| All | +2,611.5% | +7,038.2% | -4,426.7% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling