+134.0%
WFC vs GPC
+93.7%
+40.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +2.9% | -1.1% | +4.0% | +3.3% |
| 3M | -1.4% | -6.6% | +5.2% | +1.7% |
| 6M | +14.3% | +22.2% | -7.9% | +1.1% |
| YTD | -6.2% | +5.1% | -11.3% | -12.1% |
| 1Y | +1.6% | +2.8% | -1.2% | -3.7% |
| 3Y | +126.9% | +2.4% | +124.6% | +104.0% |
| 5Y | +94.0% | +7.8% | +86.2% | +63.1% |
| 10Y | +134.0% | +87.2% | +46.8% | +27.6% |
| All | +134.0% | +93.7% | +40.3% | +27.6% |
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