+100.5%
WMT vs GPC
-2.2%
+102.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | -11.3% | +39.2% | -50.5% | -15.4% |
| 6M | -13.8% | +18.2% | -32.0% | -15.9% |
| YTD | -4.2% | +12.1% | -16.3% | -5.7% |
| 1Y | +4.6% | -0.7% | +5.2% | +4.3% |
| 3Y | +100.5% | -1.7% | +102.2% | +94.5% |
| All | +100.5% | -2.2% | +102.7% | +94.5% |
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