+1,353.0%
WM vs GPN
+2,611.5%
-1,258.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -2.4% | +5.8% | -8.2% | -3.7% |
| 3M | +0.4% | +37.0% | -36.6% | -6.5% |
| 6M | -9.5% | +20.1% | -29.6% | -13.8% |
| YTD | +0.5% | +20.4% | -19.9% | -4.9% |
| 1Y | -1.1% | +7.4% | -8.5% | -4.3% |
| 3Y | +46.0% | -26.1% | +72.2% | +49.6% |
| 5Y | +51.8% | -38.5% | +90.3% | +57.6% |
| 10Y | +307.5% | +28.4% | +279.1% | +246.7% |
| All | +1,353.0% | +2,611.5% | -1,258.5% | +637.5% |
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