+25.3%
GPN vs WING
+407.7%
-382.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.2% | -1.7% |
| 7D | -4.6% | +7.2% | -11.8% | -6.2% |
| 30D | -0.3% | +4.8% | -5.1% | -1.8% |
| 3M | +35.4% | -23.7% | +59.1% | +43.1% |
| 6M | +21.7% | -43.6% | +65.2% | +36.6% |
| YTD | +14.9% | -50.6% | +65.5% | +31.9% |
| 1Y | +3.2% | -57.0% | +60.2% | +21.6% |
| 3Y | -27.1% | -28.3% | +1.1% | -30.4% |
| 5Y | -44.4% | -32.4% | -12.0% | -49.1% |
| All | +25.3% | +407.7% | -382.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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