+53.9%
WM vs GPC
+30.9%
+23.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -2.4% | +6.0% | -8.3% | -3.5% |
| 3M | +0.4% | +42.6% | -42.2% | -6.1% |
| 6M | -9.5% | +22.8% | -32.2% | -13.1% |
| YTD | +0.5% | +15.5% | -14.9% | -2.9% |
| 1Y | -1.1% | +2.0% | -3.1% | -2.1% |
| 3Y | +46.0% | -1.4% | +47.5% | +43.2% |
| All | +53.9% | +30.9% | +23.0% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling