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Understanding how individual animals respond to stressors behaviourally and physiologically is a critical step towards quantifying long-term population consequences and informing management efforts. Glucocorticoid (GC) metabolite accumulation in various matrices provides an integrated measure of adrenal activation in baleen whales and could thus be used to investigate physiological changes following exposure to stressors. In this study, we measured GC concentrations in faecal samples of Pacific Coast Feeding Group (PCFG) gray whales ( Eschrichtius robustus ) collected over seven consecutive years to assess the association between GC content and metrics of exposure to sound levels and vessel traffic at different temporal scales, while controlling for contextual variables such as sex, reproductive status, age, body condition, year, time of year and location. We develop a Bayesian Generalized Additive Modelling approach that accommodates the many complexities of these data, including non-linear variation in hormone concentrations, missing covariate values, repeated samples, sampling variability and some hormone concentrations below the limit of detection. Estimated relationships showed large variability, but emerging patterns indicate a strong context-dependency of physiological variation, depending on sex, body condition and proximity to a port. Our results highlight the need to control for baseline hormone variation related to context, which otherwise can obscure the functional relationship between faecal GCs and stressor exposure. Therefore, extensive data collection to determine sources of baseline variation in well-studied populations, such as PCFG gray whales, could shed light on cetacean stress physiology and be used to extend applicability to less-well-studied taxa. GC analyses may offer greatest utility when employed as part of a suite of markers that, in aggregate, provide a multivariate measure of physiological status, better informing estimates of individuals' health and ultimately the consequences of anthropogenic stressors on populations., Competing Interests: The authors have no conflicts of interest to declare., (© The Author(s) 2023. Published by Oxford University Press and the Society for Experimental Biology.)