+31.1%
GPC vs WSM
+182.5%
-151.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | +2.6% | -3.2% | -1.2% |
| 30D | +1.3% | -9.3% | +10.6% | +3.5% |
| 3M | +37.1% | +7.1% | +30.0% | +35.1% |
| 6M | +23.2% | +21.7% | +1.5% | +18.1% |
| YTD | +13.1% | +28.7% | -15.7% | +7.2% |
| 1Y | +0.9% | +13.9% | -13.0% | -2.3% |
| 3Y | -0.8% | +232.2% | -233.0% | -26.5% |
| 5Y | +31.1% | +176.4% | -145.3% | -3.6% |
| All | +31.1% | +182.5% | -151.4% | -3.6% |
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 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