+87.4%
GPC vs WSM
+997.3%
-909.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | +1.3% | -9.3% | +10.6% | +3.8% |
| 3M | +37.1% | +7.1% | +30.0% | +34.8% |
| 6M | +23.2% | +21.7% | +1.5% | +17.2% |
| YTD | +13.1% | +28.7% | -15.7% | +6.0% |
| 1Y | +0.9% | +13.9% | -13.0% | -2.9% |
| 3Y | -0.8% | +232.2% | -233.0% | -31.2% |
| 5Y | +31.1% | +176.4% | -145.3% | -8.5% |
| 10Y | +87.4% | +1,072.4% | -985.0% | -26.6% |
| All | +87.4% | +997.3% | -909.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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