-40.7%
WU vs GPC
+87.0%
-127.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -5.0% | -1.8% | -3.2% | -4.3% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | -3.2% | +37.4% | -40.6% | -15.1% |
| 6M | -25.0% | +25.4% | -50.5% | -32.0% |
| YTD | -21.7% | +12.2% | -33.8% | -26.4% |
| 1Y | -9.0% | -0.3% | -8.6% | -10.3% |
| 3Y | -28.9% | -1.6% | -27.3% | -31.8% |
| 5Y | -51.0% | +31.0% | -82.0% | -59.2% |
| All | -40.7% | +87.0% | -127.7% | -58.2% |
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