-28.9%
WU vs GPC
-1.1%
-27.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -1.3% | +1.3% | -2.6% | -1.7% |
| 3M | -3.6% | +37.1% | -40.7% | -12.6% |
| 6M | -24.3% | +23.2% | -47.5% | -29.3% |
| YTD | -21.1% | +13.1% | -34.2% | -24.9% |
| 1Y | -10.3% | +0.9% | -11.2% | -11.5% |
| All | -28.9% | -1.1% | -27.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling