-43.8%
GPN vs TW
+19.5%
-63.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -4.6% | -4.5% | -0.1% | -3.4% |
| 30D | -0.3% | -2.3% | +2.0% | +0.3% |
| 3M | +35.4% | +2.6% | +32.8% | +34.0% |
| 6M | +21.7% | -17.5% | +39.2% | +27.8% |
| YTD | +14.9% | -5.3% | +20.2% | +15.6% |
| 1Y | +3.2% | -14.8% | +18.0% | +6.9% |
| 3Y | -27.1% | +18.8% | -46.0% | -34.0% |
| All | -43.8% | +19.5% | -63.3% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling