+1,313.9%
GPN vs WTW
+1,102.0%
+211.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -2.2% |
| 30D | -0.3% | -7.3% | +7.0% | +2.9% |
| 3M | +35.4% | +21.5% | +14.0% | +24.4% |
| 6M | +21.7% | +9.6% | +12.0% | +16.0% |
| YTD | +14.9% | -3.3% | +18.2% | +14.8% |
| 1Y | +3.2% | -6.1% | +9.3% | +4.3% |
| 3Y | -27.1% | +61.8% | -89.0% | -41.9% |
| 5Y | -44.4% | +42.7% | -87.0% | -53.3% |
| 10Y | +27.0% | +197.2% | -170.2% | -18.7% |
| All | +1,313.9% | +1,102.0% | +211.9% | +633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling