+2,487.0%
GPN vs GWW
+5,296.1%
-2,809.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.1% |
| 30D | -0.3% | -1.9% | +1.6% | +0.6% |
| 3M | +35.4% | -2.4% | +37.8% | +36.5% |
| 6M | +21.7% | +15.7% | +5.9% | +13.0% |
| YTD | +14.9% | +27.6% | -12.7% | +1.6% |
| 1Y | +3.2% | +27.2% | -24.0% | -8.7% |
| 3Y | -27.1% | +89.7% | -116.8% | -46.6% |
| 5Y | -44.4% | +223.9% | -268.3% | -68.7% |
| 10Y | +27.0% | +567.1% | -540.1% | -51.1% |
| All | +2,487.0% | +5,296.1% | -2,809.1% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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