+1,188.5%
WDC vs GPN
+28.2%
+1,160.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -4.6% | +0.3% | -2.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.8% |
| 3M | -15.5% | +35.4% | -50.9% | -29.2% |
| 6M | +66.5% | +21.7% | +44.8% | +45.4% |
| YTD | +159.9% | +14.9% | +145.0% | +128.8% |
| 1Y | +366.0% | +3.2% | +362.8% | +328.4% |
| 3Y | +1,285.8% | -27.1% | +1,313.0% | +1,378.4% |
| 5Y | +925.6% | -44.4% | +969.9% | +1,141.8% |
| All | +1,188.5% | +28.2% | +1,160.4% | +922.3% |
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