+25.7%
GPN vs WTW
+198.0%
-172.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.3% | -5.7% | +1.4% | -0.9% |
| 30D | 0.0% | -7.3% | +7.3% | +4.5% |
| 3M | +35.8% | +21.5% | +14.4% | +20.1% |
| 6M | +22.0% | +9.6% | +12.4% | +13.7% |
| YTD | +15.2% | -3.3% | +18.5% | +14.8% |
| 1Y | +3.5% | -6.1% | +9.6% | +4.9% |
| 3Y | -26.9% | +61.8% | -88.8% | -49.0% |
| 5Y | -44.2% | +42.7% | -86.9% | -58.3% |
| All | +25.7% | +198.0% | -172.4% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling