+2,611.5%
GPN vs WAT
+485.4%
+2,126.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +0.8% | -1.3% | +2.1% | +1.2% |
| 30D | +5.8% | +2.3% | +3.4% | +4.9% |
| 3M | +37.0% | +8.7% | +28.3% | +33.1% |
| 6M | +20.1% | +28.3% | -8.2% | +9.9% |
| YTD | +20.4% | +7.8% | +12.6% | +16.0% |
| 1Y | +7.4% | +36.6% | -29.2% | -4.3% |
| 3Y | -26.1% | +45.7% | -71.8% | -37.2% |
| 5Y | -38.5% | -3.3% | -35.2% | -41.3% |
| 10Y | +28.4% | +162.1% | -133.7% | -9.6% |
| All | +2,611.5% | +485.4% | +2,126.2% | +1,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling