+130.7%
WFC vs GPC
-2.2%
+132.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | +9.3% | +39.2% | -29.9% | +0.9% |
| 6M | +10.6% | +18.2% | -7.6% | +6.0% |
| YTD | -4.1% | +12.1% | -16.2% | -8.0% |
| 1Y | +13.6% | -0.7% | +14.2% | +12.5% |
| 3Y | +130.7% | -1.7% | +132.4% | +119.0% |
| All | +130.7% | -2.2% | +132.9% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling