+25.3%
GPN vs BWA
+156.8%
-131.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -4.6% | -1.3% | -3.3% | -4.1% |
| 30D | -0.3% | -2.9% | +2.7% | +0.6% |
| 3M | +35.4% | -10.7% | +46.2% | +40.2% |
| 6M | +21.7% | +26.5% | -4.8% | +8.0% |
| YTD | +14.9% | +49.1% | -34.2% | -7.2% |
| 1Y | +3.2% | +52.1% | -48.9% | -17.5% |
| 3Y | -27.1% | +72.6% | -99.7% | -46.6% |
| 5Y | -44.4% | +89.4% | -133.8% | -61.9% |
| All | +25.3% | +156.8% | -131.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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