+25.7%
GPN vs WY
+7.6%
+18.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -4.3% | -4.2% | -0.2% | -2.1% |
| 30D | 0.0% | -10.1% | +10.1% | +5.8% |
| 3M | +35.8% | -8.5% | +44.3% | +41.7% |
| 6M | +22.0% | -3.3% | +25.3% | +23.1% |
| YTD | +15.2% | -4.4% | +19.6% | +15.8% |
| 1Y | +3.5% | -11.5% | +15.0% | +8.5% |
| 3Y | -26.9% | -24.3% | -2.6% | -17.7% |
| 5Y | -44.2% | -21.3% | -22.9% | -38.8% |
| All | +25.7% | +7.6% | +18.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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