+3.6%
WBD vs GPN
-44.5%
+48.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | -4.3% | +3.6% | +1.2% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | +4.4% | +35.8% | -31.4% | -11.0% |
| 6M | +0.8% | +22.0% | -21.2% | -10.5% |
| YTD | -2.7% | +15.2% | -17.9% | -12.4% |
| 1Y | +73.4% | +3.5% | +69.9% | +63.8% |
| 3Y | +142.1% | -26.9% | +169.1% | +169.0% |
| All | +3.6% | -44.5% | +48.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling