+25.7%
GPN vs WST
+341.6%
-315.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.1% |
| 7D | -3.5% | +0.4% | -4.0% | -3.6% |
| 30D | +3.1% | -2.0% | +5.2% | +3.8% |
| 3M | +42.3% | +4.1% | +38.2% | +40.1% |
| 6M | +20.9% | +47.4% | -26.6% | +5.3% |
| YTD | +15.2% | +25.4% | -10.2% | +5.6% |
| 1Y | +5.4% | +35.3% | -29.9% | -6.2% |
| 3Y | -27.4% | -11.7% | -15.7% | -30.6% |
| 5Y | -44.2% | -24.0% | -20.2% | -45.6% |
| All | +25.7% | +341.6% | -315.9% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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