+846.9%
GPC vs WTW
+1,181.4%
-334.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | +0.4% | +2.0% | -1.5% | -0.3% |
| 30D | -6.3% | +12.9% | -19.2% | -10.2% |
| 3M | -8.2% | +0.7% | -8.9% | -8.6% |
| 6M | +27.1% | +39.5% | -12.4% | +12.6% |
| YTD | +3.1% | +3.1% | 0.0% | +0.3% |
| 1Y | +0.1% | +4.8% | -4.7% | -3.3% |
| 3Y | +0.2% | +42.9% | -42.7% | -13.9% |
| 5Y | +4.9% | +55.3% | -50.4% | -13.4% |
| 10Y | +75.2% | +217.2% | -142.0% | +13.4% |
| All | +846.9% | +1,181.4% | -334.5% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling