+31.0%
GPC vs WTW
+42.3%
-11.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.8% | -7.8% | +6.0% | +0.9% |
| 30D | +0.1% | -7.9% | +8.0% | +2.8% |
| 3M | +37.4% | +19.9% | +17.4% | +28.8% |
| 6M | +25.4% | +9.8% | +15.6% | +20.4% |
| YTD | +12.2% | -3.3% | +15.5% | +12.4% |
| 1Y | -0.3% | -3.3% | +3.0% | -0.3% |
| 3Y | -1.6% | +61.5% | -63.1% | -22.3% |
| 5Y | +31.0% | +42.6% | -11.6% | +5.4% |
| All | +31.0% | +42.3% | -11.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling