+2,284.7%
GPC vs WSM
+34,755.7%
-32,471.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +1.2% | -3.3% | +4.5% | +1.7% |
| 30D | +6.0% | -8.4% | +14.4% | +7.4% |
| 3M | +42.6% | +9.7% | +33.0% | +40.7% |
| 6M | +22.8% | +16.7% | +6.1% | +19.9% |
| YTD | +15.5% | +28.7% | -13.2% | +11.1% |
| 1Y | +2.0% | +13.7% | -11.6% | -0.2% |
| 3Y | -1.4% | +230.1% | -231.5% | -19.8% |
| 5Y | +30.6% | +179.0% | -148.4% | +6.5% |
| 10Y | +80.6% | +1,002.5% | -921.9% | +16.8% |
| All | +2,284.7% | +34,755.7% | -32,471.0% | +908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling