+9,012.0%
WMT vs GPC
+2,341.8%
+6,670.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +3.9% | +1.2% | +2.7% | +3.5% |
| 30D | -4.4% | +6.0% | -10.4% | -6.3% |
| 3M | -8.8% | +42.6% | -51.4% | -19.9% |
| 6M | -15.6% | +22.8% | -38.4% | -22.2% |
| YTD | -3.2% | +15.5% | -18.7% | -9.3% |
| 1Y | +7.0% | +2.0% | +5.0% | +4.6% |
| 3Y | +105.3% | -1.4% | +106.7% | +95.8% |
| 5Y | +129.3% | +30.6% | +98.7% | +93.2% |
| 10Y | +423.9% | +80.6% | +343.3% | +261.4% |
| All | +9,012.0% | +2,341.8% | +6,670.2% | +1,478.8% |
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