+682.0%
WDC vs GPC
+74.2%
+607.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | +16.3% | -1.3% | +17.6% | +17.0% |
| 30D | -18.3% | -6.0% | -12.2% | -16.3% |
| 3M | -31.4% | -7.6% | -23.8% | -29.6% |
| 6M | -36.3% | +24.2% | -60.5% | -45.4% |
| YTD | +80.8% | +2.7% | +78.1% | +68.0% |
| 1Y | +87.7% | +0.2% | +87.5% | +76.8% |
| 3Y | +819.4% | -0.8% | +820.2% | +710.9% |
| 5Y | +583.2% | +4.4% | +578.8% | +467.7% |
| All | +682.0% | +74.2% | +607.8% | +363.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling