+25.3%
GPN vs WCC
+541.6%
-516.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.5% |
| 7D | -4.6% | +1.5% | -6.1% | -5.2% |
| 30D | -0.3% | -2.1% | +1.9% | 0.0% |
| 3M | +35.4% | +3.8% | +31.6% | +31.6% |
| 6M | +21.7% | +35.0% | -13.3% | +6.9% |
| YTD | +14.9% | +46.4% | -31.5% | -2.6% |
| 1Y | +3.2% | +63.0% | -59.8% | -16.6% |
| 3Y | -27.1% | +133.9% | -161.1% | -51.2% |
| 5Y | -44.4% | +226.5% | -270.9% | -68.4% |
| All | +25.3% | +541.6% | -516.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling