-45.2%
GPN vs WAT
-4.5%
-40.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -6.2% | -1.8% | -4.4% | -5.6% |
| 30D | +1.0% | -1.7% | +2.7% | +1.6% |
| 3M | +36.9% | +9.1% | +27.8% | +32.3% |
| 6M | +16.8% | +32.4% | -15.7% | +4.1% |
| YTD | +13.2% | +6.6% | +6.7% | +9.1% |
| 1Y | +1.4% | +34.7% | -33.3% | -10.9% |
| 3Y | -28.6% | +53.6% | -82.2% | -43.7% |
| All | -45.2% | -4.5% | -40.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling