+2,520.1%
GPN vs BBWI
+316.1%
+2,204.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.2% | -2.6% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +3.8% | -6.2% | +10.0% | +5.1% |
| 3M | +39.2% | +4.3% | +34.8% | +36.7% |
| 6M | +17.9% | -7.2% | +25.0% | +17.8% |
| YTD | +16.4% | -3.0% | +19.4% | +14.1% |
| 1Y | +3.6% | -30.8% | +34.4% | +9.2% |
| 3Y | -26.7% | -43.4% | +16.7% | -22.0% |
| 5Y | -44.8% | -66.7% | +21.9% | -35.5% |
| 10Y | +24.1% | -55.7% | +79.8% | +10.9% |
| All | +2,520.1% | +316.1% | +2,204.0% | +837.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling