-25.1%
WU vs GPC
+431.6%
-456.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -5.3% | -1.3% | -4.0% | -4.7% |
| 30D | +9.0% | -6.0% | +15.0% | +12.3% |
| 3M | -3.6% | -7.6% | +4.1% | +0.2% |
| 6M | -19.4% | +24.2% | -43.6% | -28.4% |
| YTD | -21.7% | +2.7% | -24.4% | -24.6% |
| 1Y | -16.1% | +0.2% | -16.3% | -18.2% |
| 3Y | -24.1% | -0.8% | -23.4% | -28.4% |
| 5Y | -44.1% | +4.4% | -48.6% | -50.2% |
| 10Y | -39.6% | +74.5% | -114.1% | -62.7% |
| All | -25.1% | +431.6% | -456.7% | -79.3% |
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