-26.7%
GPN vs WAT
+28.6%
-55.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | +13.6% | +5.4% | +8.2% | +11.2% |
| 3M | -2.8% | +11.3% | -14.1% | -6.8% |
| 6M | +38.1% | +37.4% | +0.6% | +22.2% |
| YTD | +19.9% | +21.2% | -1.3% | +10.1% |
| 1Y | +23.4% | +21.3% | +2.1% | +13.1% |
| 3Y | -12.6% | +83.4% | -96.0% | -35.4% |
| All | -26.7% | +28.6% | -55.3% | -41.5% |
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