-44.2%
GPN vs BWA
+86.5%
-130.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +3.1% | -5.5% | +8.6% | +4.9% |
| 3M | +42.3% | -7.6% | +49.9% | +45.2% |
| 6M | +20.9% | +25.0% | -4.1% | +8.2% |
| YTD | +15.2% | +47.0% | -31.7% | -6.5% |
| 1Y | +5.4% | +54.0% | -48.5% | -16.6% |
| 3Y | -27.4% | +70.7% | -98.1% | -47.1% |
| 5Y | -44.2% | +86.7% | -130.9% | -64.0% |
| All | -44.2% | +86.5% | -130.7% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling