-27.1%
GPN vs TW
+19.1%
-46.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.7% |
| 30D | -0.3% | -2.3% | +2.0% | +0.2% |
| 3M | +35.4% | +2.6% | +32.8% | +34.4% |
| 6M | +21.7% | -17.5% | +39.2% | +26.5% |
| YTD | +14.9% | -5.3% | +20.2% | +15.5% |
| 1Y | +3.2% | -14.8% | +18.0% | +5.8% |
| 3Y | -27.1% | +18.8% | -46.0% | -29.0% |
| All | -27.1% | +19.1% | -46.2% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling