+274.7%
GPN vs GWRE
+741.3%
-466.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -4.6% | -13.2% | +8.6% | -0.1% |
| 30D | -0.3% | -18.6% | +18.3% | +5.2% |
| 3M | +35.4% | +18.9% | +16.5% | +24.6% |
| 6M | +21.7% | -11.0% | +32.6% | +21.4% |
| YTD | +14.9% | -29.9% | +44.8% | +23.6% |
| 1Y | +3.2% | -44.3% | +47.5% | +20.0% |
| 3Y | -27.1% | +51.7% | -78.8% | -43.4% |
| 5Y | -44.4% | +15.4% | -59.8% | -53.9% |
| 10Y | +27.0% | +129.4% | -102.4% | -15.7% |
| All | +274.7% | +741.3% | -466.6% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling