+25.3%
GPN vs BBWI
-55.0%
+80.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.7% |
| 7D | -4.6% | -4.8% | +0.2% | -3.6% |
| 30D | -0.3% | +3.5% | -3.8% | -1.4% |
| 3M | +35.4% | -0.3% | +35.7% | +34.6% |
| 6M | +21.7% | -5.4% | +27.0% | +21.1% |
| YTD | +14.9% | -4.7% | +19.6% | +13.4% |
| 1Y | +3.2% | -30.5% | +33.7% | +8.0% |
| 3Y | -27.1% | -44.3% | +17.2% | -22.7% |
| 5Y | -44.4% | -66.9% | +22.5% | -36.3% |
| All | +25.3% | -55.0% | +80.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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