+130.8%
WMT vs GPC
+30.9%
+99.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -5.8% | +1.3% | -7.1% | -6.1% |
| 3M | -10.8% | +37.1% | -47.9% | -16.0% |
| 6M | -14.3% | +23.2% | -37.5% | -17.9% |
| YTD | -4.4% | +13.1% | -17.5% | -6.9% |
| 1Y | +4.3% | +0.9% | +3.5% | +3.7% |
| 3Y | +100.1% | -0.8% | +100.9% | +94.7% |
| 5Y | +130.8% | +31.1% | +99.7% | +106.2% |
| All | +130.8% | +30.9% | +99.9% | +106.2% |
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