+11.4%
WBD vs GPN
+28.5%
-17.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | -4.3% | +3.6% | +1.0% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | +4.4% | +35.8% | -31.4% | -9.2% |
| 6M | +0.8% | +22.0% | -21.2% | -9.3% |
| YTD | -2.7% | +15.2% | -17.9% | -11.4% |
| 1Y | +73.4% | +3.5% | +69.9% | +64.3% |
| 3Y | +142.1% | -26.9% | +169.1% | +162.2% |
| 5Y | +7.2% | -44.2% | +51.4% | +24.7% |
| All | +11.4% | +28.5% | -17.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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