+624.5%
WFC vs GPN
+2,449.8%
-1,825.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.0% |
| 7D | +0.4% | -6.2% | +6.7% | +3.1% |
| 30D | +2.5% | +1.0% | +1.4% | +1.7% |
| 3M | +10.0% | +36.9% | -26.9% | -4.4% |
| 6M | +15.1% | +16.8% | -1.7% | +5.9% |
| YTD | -2.2% | +13.2% | -15.4% | -9.7% |
| 1Y | +13.5% | +1.4% | +12.0% | +9.2% |
| 3Y | +135.2% | -28.6% | +163.9% | +154.0% |
| 5Y | +128.3% | -47.0% | +175.3% | +170.3% |
| 10Y | +142.4% | +25.2% | +117.2% | +102.9% |
| All | +624.5% | +2,449.8% | -1,825.3% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling