+285.4%
GPN vs NWSA
+122.3%
+163.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -6.2% | -3.1% | -3.2% | -4.8% |
| 30D | +1.0% | +4.3% | -3.2% | -1.1% |
| 3M | +36.9% | +9.2% | +27.7% | +30.9% |
| 6M | +16.8% | +21.6% | -4.8% | +5.7% |
| YTD | +13.2% | +14.2% | -1.0% | +5.5% |
| 1Y | +1.4% | +1.8% | -0.3% | -0.2% |
| 3Y | -28.6% | +44.4% | -73.1% | -40.7% |
| 5Y | -47.0% | +41.0% | -87.9% | -56.5% |
| 10Y | +25.2% | +150.0% | -124.9% | -28.3% |
| All | +285.4% | +122.3% | +163.0% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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