-31.7%
WY vs GPC
+7.2%
-38.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.0% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +8.0% | -1.8% | +9.8% | +8.8% |
| 3M | -17.7% | -6.6% | -11.1% | -15.2% |
| 6M | -10.8% | +21.3% | -32.1% | -18.8% |
| YTD | -10.6% | +4.3% | -14.9% | -14.5% |
| 1Y | -5.7% | +3.3% | -9.0% | -9.5% |
| 3Y | -24.8% | +0.8% | -25.5% | -29.7% |
| 5Y | -31.7% | +7.4% | -39.1% | -42.4% |
| All | -31.7% | +7.2% | -38.9% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling