+2,520.1%
GPN vs BWA
+1,903.2%
+616.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.7% |
| 7D | -0.7% | +4.3% | -5.0% | -2.1% |
| 30D | +3.8% | -2.9% | +6.7% | +4.6% |
| 3M | +39.2% | -12.4% | +51.6% | +44.5% |
| 6M | +17.9% | +28.6% | -10.7% | +5.6% |
| YTD | +16.4% | +48.2% | -31.9% | -2.8% |
| 1Y | +3.6% | +50.9% | -47.3% | -14.1% |
| 3Y | -26.7% | +72.2% | -98.8% | -43.4% |
| 5Y | -44.8% | +91.1% | -135.8% | -59.5% |
| 10Y | +24.1% | +144.0% | -119.9% | -21.9% |
| All | +2,520.1% | +1,903.2% | +616.9% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling