-26.9%
GPN vs BBWI
-48.6%
+21.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.1% |
| 7D | -3.5% | -8.0% | +4.5% | -1.8% |
| 30D | +3.1% | -6.6% | +9.8% | +4.3% |
| 3M | +42.3% | -2.7% | +45.0% | +42.4% |
| 6M | +20.9% | -12.8% | +33.6% | +22.6% |
| YTD | +15.2% | -10.5% | +25.7% | +15.2% |
| 1Y | +5.4% | -35.3% | +40.8% | +13.7% |
| All | -26.9% | -48.6% | +21.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling