-32.2%
GPN vs TW
+211.2%
-243.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | +36.9% | +3.4% | +33.5% | +34.6% |
| 6M | +16.8% | -18.4% | +35.2% | +24.5% |
| YTD | +13.2% | -3.9% | +17.1% | +13.4% |
| 1Y | +1.4% | -13.3% | +14.8% | +5.3% |
| 3Y | -28.6% | +20.8% | -49.5% | -36.8% |
| 5Y | -47.0% | +20.3% | -67.3% | -54.5% |
| All | -32.2% | +211.2% | -243.4% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling