-43.7%
GPN vs BBWI
-67.2%
+23.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.5% |
| 7D | -4.3% | -4.8% | +0.5% | -3.3% |
| 30D | 0.0% | +3.5% | -3.5% | -1.2% |
| 3M | +35.8% | -0.3% | +36.1% | +35.0% |
| 6M | +22.0% | -5.4% | +27.4% | +21.4% |
| YTD | +15.2% | -4.7% | +19.9% | +13.5% |
| 1Y | +3.5% | -30.5% | +34.0% | +9.2% |
| 3Y | -26.9% | -44.3% | +17.4% | -22.2% |
| All | -43.7% | -67.2% | +23.5% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling