+10,587.9%
WMT vs GPC
+2,088.4%
+8,499.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.0% |
| 30D | +11.1% | -4.5% | +15.7% | +12.9% |
| 3M | +11.2% | -7.7% | +18.9% | +14.2% |
| 6M | -1.3% | +24.3% | -25.6% | -9.3% |
| YTD | +13.5% | +3.5% | +10.0% | +10.4% |
| 1Y | +22.5% | +0.7% | +21.8% | +20.2% |
| 3Y | +134.1% | 0.0% | +134.1% | +122.3% |
| 5Y | +170.3% | +5.8% | +164.4% | +146.0% |
| 10Y | +525.5% | +75.8% | +449.7% | +332.6% |
| All | +10,587.9% | +2,088.4% | +8,499.5% | +1,821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling