+22.8%
GPC vs WSM
+13.6%
+9.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | 0.0% |
| 7D | +1.2% | -3.3% | +4.5% | +3.0% |
| 30D | +6.0% | -8.4% | +14.4% | +11.2% |
| 3M | +42.6% | +9.7% | +33.0% | +35.3% |
| 6M | +22.8% | +16.7% | +6.1% | +10.7% |
| All | +22.8% | +13.6% | +9.2% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling