+336.4%
WM vs GPC
+85.6%
+250.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.8% |
| 30D | +13.1% | -2.1% | +15.2% | +13.6% |
| 3M | +3.6% | -6.8% | +10.4% | +5.5% |
| 6M | +8.1% | +18.6% | -10.5% | +2.4% |
| YTD | +8.9% | +2.7% | +6.2% | +6.5% |
| 1Y | +20.3% | +1.8% | +18.6% | +17.9% |
| 3Y | +46.2% | +1.1% | +45.1% | +39.0% |
| 5Y | +59.9% | +4.1% | +55.8% | +47.5% |
| All | +336.4% | +85.6% | +250.8% | +219.6% |
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