+7.4%
GPC vs WSM
+182.7%
-175.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +3.1% | -2.7% | -0.3% |
| 30D | -1.8% | +8.5% | -10.3% | -3.6% |
| 3M | -6.6% | +4.6% | -11.2% | -7.6% |
| 6M | +21.3% | +44.5% | -23.2% | +12.0% |
| YTD | +4.3% | +48.4% | -44.2% | -4.3% |
| 1Y | +3.3% | +36.2% | -32.9% | -3.7% |
| 3Y | +0.8% | +268.8% | -268.0% | -26.6% |
| 5Y | +7.4% | +185.2% | -177.9% | -21.3% |
| All | +7.4% | +182.7% | -175.3% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling