+0.7%
GPC vs WSM
+36.5%
-35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -0.8% |
| 30D | -4.5% | +10.1% | -14.6% | -8.8% |
| 3M | -7.7% | +4.9% | -12.6% | -9.8% |
| 6M | +24.3% | +49.8% | -25.5% | +2.7% |
| YTD | +3.5% | +48.7% | -45.3% | -14.4% |
| 1Y | +0.7% | +38.7% | -38.0% | -14.2% |
| All | +0.7% | +36.5% | -35.7% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling