+660.3%
WY vs GPC
+2,341.8%
-1,681.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.5% |
| 30D | -10.1% | +6.0% | -16.1% | -13.5% |
| 3M | -5.1% | +42.6% | -47.8% | -25.5% |
| 6M | -4.8% | +22.8% | -27.5% | -18.0% |
| YTD | -0.2% | +15.5% | -15.7% | -12.1% |
| 1Y | -6.6% | +2.0% | -8.7% | -10.9% |
| 3Y | -22.7% | -1.4% | -21.3% | -28.5% |
| 5Y | -22.2% | +30.6% | -52.8% | -41.7% |
| 10Y | +7.3% | +80.6% | -73.3% | -37.2% |
| All | +660.3% | +2,341.8% | -1,681.5% | +17.7% |
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