-22.3%
WY vs GPC
-2.2%
-20.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -10.5% | -0.4% | -10.1% | -10.4% |
| 3M | -4.9% | +39.2% | -44.0% | -16.1% |
| 6M | -4.9% | +18.2% | -23.1% | -11.3% |
| YTD | -1.7% | +12.1% | -13.8% | -7.9% |
| 1Y | -9.4% | -0.7% | -8.7% | -11.0% |
| 3Y | -22.3% | -1.7% | -20.6% | -27.6% |
| All | -22.3% | -2.2% | -20.1% | -27.6% |
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 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