+2,487.0%
GPN vs WY
+188.1%
+2,298.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -4.2% | -0.4% | -2.8% |
| 30D | -0.3% | -10.1% | +9.8% | +4.4% |
| 3M | +35.4% | -8.5% | +43.9% | +40.2% |
| 6M | +21.7% | -3.3% | +25.0% | +22.6% |
| YTD | +14.9% | -4.4% | +19.3% | +15.6% |
| 1Y | +3.2% | -11.5% | +14.7% | +7.4% |
| 3Y | -27.1% | -24.3% | -2.8% | -19.5% |
| 5Y | -44.4% | -21.3% | -23.1% | -39.6% |
| 10Y | +27.0% | +7.0% | +20.0% | +13.4% |
| All | +2,487.0% | +188.1% | +2,298.9% | +1,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling