+25.7%
GPN vs GWRE
+131.0%
-105.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.3% | -13.2% | +8.9% | +0.9% |
| 30D | 0.0% | -18.6% | +18.6% | +6.2% |
| 3M | +35.8% | +18.9% | +16.9% | +22.8% |
| 6M | +22.0% | -11.0% | +33.0% | +21.4% |
| YTD | +15.2% | -29.9% | +45.1% | +25.3% |
| 1Y | +3.5% | -44.3% | +47.8% | +23.7% |
| 3Y | -26.9% | +51.7% | -78.6% | -48.0% |
| 5Y | -44.2% | +15.4% | -59.7% | -56.3% |
| All | +25.7% | +131.0% | -105.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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