+1.1%
GPC vs WCC
+110.7%
-109.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | +1.6% | -14.7% | +16.3% | +4.2% |
| 30D | -2.1% | -20.1% | +18.0% | +1.4% |
| 3M | -6.8% | -21.2% | +14.4% | -3.5% |
| 6M | +18.6% | -19.2% | +37.8% | +21.6% |
| YTD | +2.7% | +20.2% | -17.5% | -4.3% |
| 1Y | +1.8% | +14.5% | -12.7% | -4.2% |
| 3Y | +1.1% | +115.1% | -114.1% | -23.4% |
| All | +1.1% | +110.7% | -109.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling