-43.7%
GPN vs WWD
+184.1%
-227.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -3.5% |
| 30D | 0.0% | -6.9% | +6.9% | +2.3% |
| 3M | +35.8% | -13.0% | +48.9% | +41.2% |
| 6M | +22.0% | -12.5% | +34.5% | +25.5% |
| YTD | +15.2% | +11.8% | +3.4% | +6.7% |
| 1Y | +3.5% | +41.1% | -37.6% | -14.2% |
| 3Y | -26.9% | +163.1% | -190.0% | -57.0% |
| All | -43.7% | +184.1% | -227.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling