+2,520.1%
GPN vs WAB
+4,627.8%
-2,107.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +3.8% | -2.4% | +6.3% | +4.7% |
| 3M | +39.2% | +9.7% | +29.5% | +33.6% |
| 6M | +17.9% | +16.5% | +1.4% | +10.2% |
| YTD | +16.4% | +33.7% | -17.4% | +3.1% |
| 1Y | +3.6% | +49.7% | -46.0% | -12.1% |
| 3Y | -26.7% | +170.9% | -197.6% | -50.4% |
| 5Y | -44.8% | +228.0% | -272.8% | -65.2% |
| 10Y | +24.1% | +284.8% | -260.7% | -31.0% |
| All | +2,520.1% | +4,627.8% | -2,107.7% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling