+48.9%
WM vs GPN
-16.0%
+64.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.0% | +13.6% | +2.4% |
| 7D | +1.2% | -7.1% | +8.3% | +1.6% |
| 30D | +15.2% | +7.7% | +7.5% | +14.3% |
| 3M | +8.3% | -0.1% | +8.4% | +8.0% |
| 6M | +13.1% | +29.4% | -16.3% | +10.6% |
| YTD | +12.5% | +15.1% | -2.6% | +10.9% |
| 1Y | +21.8% | +15.4% | +6.3% | +19.9% |
| All | +48.9% | -16.0% | +64.9% | +47.8% |
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