+25.3%
GPN vs WAT
+170.9%
-145.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -0.3% | -1.9% | +1.6% | +0.5% |
| 3M | +35.4% | +13.5% | +21.9% | +27.6% |
| 6M | +21.7% | +37.2% | -15.6% | +3.8% |
| YTD | +14.9% | +7.5% | +7.4% | +9.0% |
| 1Y | +3.2% | +35.0% | -31.8% | -12.3% |
| 3Y | -27.1% | +55.1% | -82.2% | -45.7% |
| 5Y | -44.4% | -2.8% | -41.5% | -48.1% |
| All | +25.3% | +170.9% | -145.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling