-31.0%
GPN vs TW
+206.7%
-237.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -4.3% | -4.5% | +0.2% | -2.8% |
| 30D | 0.0% | -2.3% | +2.3% | +0.8% |
| 3M | +35.8% | +2.6% | +33.2% | +33.9% |
| 6M | +22.0% | -17.5% | +39.6% | +29.5% |
| YTD | +15.2% | -5.3% | +20.5% | +16.0% |
| 1Y | +3.5% | -14.8% | +18.3% | +8.0% |
| 3Y | -26.9% | +18.8% | -45.8% | -34.9% |
| 5Y | -44.2% | +20.7% | -64.9% | -52.3% |
| All | -31.0% | +206.7% | -237.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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