+48.7%
GPC vs TW
+211.2%
-162.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +1.3% | -0.6% | +1.9% | +1.4% |
| 3M | +37.1% | +3.4% | +33.7% | +35.7% |
| 6M | +23.2% | -18.4% | +41.6% | +28.3% |
| YTD | +13.1% | -3.9% | +17.0% | +12.7% |
| 1Y | +0.9% | -13.3% | +14.2% | +3.0% |
| 3Y | -0.8% | +20.8% | -21.6% | -9.9% |
| 5Y | +31.1% | +20.3% | +10.8% | +17.2% |
| All | +48.7% | +211.2% | -162.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling