+7.4%
GPN vs WTW
+3.0%
+4.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.5% |
| 7D | +0.8% | -2.6% | +3.4% | +1.6% |
| 30D | +5.8% | -1.0% | +6.8% | +6.0% |
| 3M | +37.0% | +29.9% | +7.1% | +26.1% |
| 6M | +20.1% | +10.7% | +9.4% | +14.7% |
| YTD | +20.4% | +2.6% | +17.8% | +17.1% |
| 1Y | +7.4% | +2.8% | +4.7% | +4.3% |
| All | +7.4% | +3.0% | +4.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling