+421.1%
WMT vs GPC
+87.0%
+334.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | -12.1% | +37.4% | -49.5% | -17.6% |
| 6M | -15.0% | +25.4% | -40.4% | -19.0% |
| YTD | -4.5% | +12.2% | -16.7% | -7.2% |
| 1Y | +6.2% | -0.3% | +6.5% | +5.5% |
| 3Y | +99.9% | -1.6% | +101.5% | +95.1% |
| 5Y | +131.4% | +31.0% | +100.5% | +111.3% |
| All | +421.1% | +87.0% | +334.0% | +337.2% |
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 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