-9.0%
WU vs GPC
+0.5%
-9.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.4% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | -3.2% | +37.4% | -40.6% | -10.6% |
| 6M | -25.0% | +25.4% | -50.5% | -29.3% |
| YTD | -21.7% | +12.2% | -33.8% | -25.8% |
| 1Y | -9.0% | -0.3% | -8.6% | -11.5% |
| All | -9.0% | +0.5% | -9.5% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling