-12.6%
GPN vs WAT
+82.3%
-95.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | +13.6% | +5.4% | +8.2% | +11.5% |
| 3M | -2.8% | +11.3% | -14.1% | -6.2% |
| 6M | +38.1% | +37.4% | +0.6% | +24.5% |
| YTD | +19.9% | +21.2% | -1.3% | +11.7% |
| 1Y | +23.4% | +21.3% | +2.1% | +14.8% |
| 3Y | -12.6% | +83.4% | -96.0% | -30.1% |
| All | -12.6% | +82.3% | -95.0% | -30.1% |
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