+145.0%
WFC vs GPN
+28.2%
+116.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.4% | -4.6% | +4.9% | +2.4% |
| 30D | +1.5% | -0.3% | +1.8% | +1.3% |
| 3M | +10.2% | +35.4% | -25.2% | -5.2% |
| 6M | +18.8% | +21.7% | -2.9% | +6.2% |
| YTD | -1.5% | +14.9% | -16.4% | -10.5% |
| 1Y | +13.5% | +3.2% | +10.4% | +8.1% |
| 3Y | +135.0% | -27.1% | +162.1% | +155.5% |
| 5Y | +130.1% | -44.4% | +174.4% | +176.7% |
| All | +145.0% | +28.2% | +116.8% | +162.0% |
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