+298.2%
WBD vs GPC
+545.9%
-247.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.5% |
| 30D | +8.8% | +6.0% | +2.8% | +5.1% |
| 3M | +4.6% | +42.6% | -38.0% | -16.3% |
| 6M | +1.1% | +22.8% | -21.7% | -12.5% |
| YTD | -2.0% | +15.5% | -17.4% | -13.7% |
| 1Y | +140.0% | +2.0% | +138.0% | +127.5% |
| 3Y | +144.4% | -1.4% | +145.8% | +127.1% |
| 5Y | -0.2% | +30.6% | -30.8% | -23.4% |
| 10Y | +9.1% | +80.6% | -71.5% | -36.5% |
| All | +298.2% | +545.9% | -247.7% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling