+303.5%
WM vs GPN
+28.6%
+274.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.1% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | -5.3% | +3.1% | -8.5% | -6.0% |
| 3M | -4.2% | +42.3% | -46.5% | -11.0% |
| 6M | -8.1% | +20.9% | -28.9% | -12.2% |
| YTD | -1.4% | +15.2% | -16.7% | -5.5% |
| 1Y | +0.2% | +5.4% | -5.2% | -2.2% |
| 3Y | +43.1% | -27.4% | +70.5% | +48.2% |
| 5Y | +49.8% | -44.2% | +94.0% | +62.6% |
| All | +303.5% | +28.6% | +274.9% | +270.7% |
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