+25.3%
GPN vs WU
-39.1%
+64.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -2.6% |
| 30D | -0.3% | -2.9% | +2.7% | +1.5% |
| 3M | +35.4% | -2.3% | +37.7% | +34.6% |
| 6M | +21.7% | -25.4% | +47.0% | +41.4% |
| YTD | +14.9% | -21.2% | +36.1% | +29.2% |
| 1Y | +3.2% | -8.9% | +12.1% | +5.2% |
| 3Y | -27.1% | -29.0% | +1.8% | -15.9% |
| 5Y | -44.4% | -50.7% | +6.4% | -21.1% |
| All | +25.3% | -39.1% | +64.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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