+4.7%
WY vs GPC
+78.6%
-73.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -5.1% | -2.1% | -3.0% | -3.8% |
| 30D | +9.0% | -4.5% | +13.6% | +12.1% |
| 3M | -16.7% | -7.7% | -9.0% | -12.6% |
| 6M | -10.3% | +24.3% | -34.6% | -23.1% |
| YTD | -10.5% | +3.5% | -14.0% | -15.7% |
| 1Y | -5.9% | +0.7% | -6.6% | -9.8% |
| 3Y | -24.7% | 0.0% | -24.7% | -31.3% |
| 5Y | -31.5% | +5.8% | -37.3% | -42.5% |
| 10Y | +4.7% | +75.8% | -71.0% | -46.6% |
| All | +4.7% | +78.6% | -73.8% | -46.6% |
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