+72.4%
GPC vs WCC
+431.3%
-358.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +0.4% | +9.9% | -9.5% | -2.3% |
| 30D | -6.3% | -8.4% | +2.2% | -4.8% |
| 3M | -8.2% | -10.3% | +2.2% | -6.6% |
| 6M | +27.1% | -10.5% | +37.6% | +27.9% |
| YTD | +3.1% | +32.2% | -29.0% | -8.5% |
| 1Y | +0.1% | +25.5% | -25.5% | -9.9% |
| 3Y | +0.2% | +134.7% | -134.5% | -30.2% |
| 5Y | +4.9% | +139.9% | -135.1% | -32.0% |
| All | +72.4% | +431.3% | -358.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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