+45.5%
WM vs GPN
-24.2%
+69.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -2.4% | +5.8% | -8.2% | -2.8% |
| 3M | +0.4% | +37.0% | -36.6% | -1.6% |
| 6M | -9.5% | +20.1% | -29.6% | -10.6% |
| YTD | +0.5% | +20.4% | -19.9% | -0.9% |
| 1Y | -1.1% | +7.4% | -8.5% | -1.5% |
| All | +45.5% | -24.2% | +69.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling