+4.2%
WBD vs GPC
+30.9%
-26.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +3.9% | +1.3% | +2.6% | +3.2% |
| 3M | +5.1% | +37.1% | -32.0% | -9.4% |
| 6M | +0.6% | +23.2% | -22.6% | -9.4% |
| YTD | -3.2% | +13.1% | -16.2% | -11.2% |
| 1Y | +127.7% | +0.9% | +126.8% | +122.0% |
| 3Y | +146.6% | -0.8% | +147.4% | +131.9% |
| 5Y | +4.2% | +31.1% | -26.9% | -23.9% |
| All | +4.2% | +30.9% | -26.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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