+2,053.8%
GPC vs WSM
+40,107.9%
-38,054.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +3.1% | -2.7% | -0.1% |
| 30D | -1.8% | +8.5% | -10.3% | -3.1% |
| 3M | -6.6% | +4.6% | -11.2% | -7.3% |
| 6M | +21.3% | +44.5% | -23.2% | +14.7% |
| YTD | +4.3% | +48.4% | -44.2% | -1.9% |
| 1Y | +3.3% | +36.2% | -32.9% | -1.7% |
| 3Y | +0.8% | +268.8% | -268.0% | -19.4% |
| 5Y | +7.4% | +185.2% | -177.9% | -12.8% |
| 10Y | +79.2% | +1,175.8% | -1,096.6% | +13.3% |
| All | +2,053.8% | +40,107.9% | -38,054.1% | +790.3% |
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 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