+86.6%
GPN vs WING
+405.9%
-319.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +0.8% | -3.9% | +4.6% | +1.7% |
| 30D | +5.8% | -11.6% | +17.4% | +8.4% |
| 3M | +37.0% | -24.2% | +61.2% | +45.0% |
| 6M | +20.1% | -54.1% | +74.2% | +41.6% |
| YTD | +20.4% | -53.9% | +74.3% | +40.6% |
| 1Y | +7.4% | -64.4% | +71.8% | +32.2% |
| 3Y | -26.1% | -30.2% | +4.1% | -28.7% |
| 5Y | -38.5% | -34.1% | -4.4% | -43.0% |
| 10Y | +28.4% | +342.1% | -313.8% | -26.9% |
| All | +86.6% | +405.9% | -319.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling