+581.4%
WY vs GPC
+2,105.4%
-1,524.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.9% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +8.0% | -1.8% | +9.8% | +9.1% |
| 3M | -17.7% | -6.6% | -11.1% | -14.2% |
| 6M | -10.8% | +21.3% | -32.1% | -22.5% |
| YTD | -10.6% | +4.3% | -14.9% | -16.1% |
| 1Y | -5.7% | +3.3% | -9.0% | -11.0% |
| 3Y | -24.8% | +0.8% | -25.5% | -31.2% |
| 5Y | -31.7% | +7.4% | -39.1% | -41.6% |
| 10Y | +2.9% | +79.2% | -76.3% | -39.5% |
| All | +581.4% | +2,105.4% | -1,524.0% | +12.4% |
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 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