+37.1%
GPC vs TW
+291.9%
-254.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +0.4% | +3.1% | -2.8% | -0.3% |
| 30D | -1.8% | +16.7% | -18.5% | -5.1% |
| 3M | -6.6% | +25.2% | -31.8% | -11.2% |
| 6M | +21.3% | +19.5% | +1.9% | +16.1% |
| YTD | +4.3% | +21.0% | -16.7% | -1.3% |
| 1Y | +3.3% | +19.0% | -15.7% | -1.9% |
| 3Y | +0.8% | +40.7% | -39.9% | -11.0% |
| 5Y | +7.4% | +40.1% | -32.8% | -6.5% |
| All | +37.1% | +291.9% | -254.8% | -12.7% |
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