+2,449.8%
GPN vs WSM
+5,715.1%
-3,265.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | -6.2% | +2.6% | -8.9% | -6.8% |
| 30D | +1.0% | -9.3% | +10.3% | +3.4% |
| 3M | +36.9% | +7.1% | +29.8% | +34.6% |
| 6M | +16.8% | +21.7% | -4.9% | +11.1% |
| YTD | +13.2% | +28.7% | -15.5% | +6.0% |
| 1Y | +1.4% | +13.9% | -12.4% | -2.4% |
| 3Y | -28.6% | +232.2% | -260.8% | -49.2% |
| 5Y | -47.0% | +176.4% | -223.4% | -61.9% |
| 10Y | +25.2% | +1,072.4% | -1,047.3% | -42.0% |
| All | +2,449.8% | +5,715.1% | -3,265.3% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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