+25.3%
GPN vs WWD
+498.2%
-472.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.9% |
| 7D | -4.6% | -2.6% | -2.0% | -3.5% |
| 30D | -0.3% | -6.9% | +6.7% | +2.5% |
| 3M | +35.4% | -13.0% | +48.5% | +42.1% |
| 6M | +21.7% | -12.5% | +34.1% | +25.9% |
| YTD | +14.9% | +11.8% | +3.0% | +5.5% |
| 1Y | +3.2% | +41.1% | -37.9% | -15.8% |
| 3Y | -27.1% | +163.1% | -190.2% | -57.3% |
| 5Y | -44.4% | +187.6% | -232.0% | -69.5% |
| All | +25.3% | +498.2% | -472.9% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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