-26.9%
GPN vs WAT
+52.2%
-79.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.0% |
| 7D | -3.5% | -2.9% | -0.6% | -2.7% |
| 30D | +3.1% | -3.2% | +6.4% | +4.1% |
| 3M | +42.3% | +10.6% | +31.7% | +37.7% |
| 6M | +20.9% | +34.0% | -13.2% | +9.4% |
| YTD | +15.2% | +5.7% | +9.5% | +12.1% |
| 1Y | +5.4% | +37.1% | -31.6% | -5.7% |
| All | -26.9% | +52.2% | -79.1% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling