-44.2%
GPN vs WAB
+220.1%
-264.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | +3.1% | -5.9% | +9.0% | +6.4% |
| 3M | +42.3% | +9.4% | +32.9% | +34.1% |
| 6M | +20.9% | +13.8% | +7.0% | +10.4% |
| YTD | +15.2% | +31.8% | -16.5% | -3.9% |
| 1Y | +5.4% | +48.5% | -43.1% | -18.5% |
| 3Y | -27.4% | +167.0% | -194.3% | -62.2% |
| 5Y | -44.2% | +222.3% | -266.5% | -75.3% |
| All | -44.2% | +220.1% | -264.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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