+929.2%
GPC vs WTW
+1,139.1%
-209.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.2% |
| 30D | -0.4% | -5.6% | +5.3% | +1.6% |
| 3M | +39.2% | +26.5% | +12.7% | +28.0% |
| 6M | +18.2% | +8.1% | +10.1% | +14.1% |
| YTD | +12.1% | -0.3% | +12.4% | +10.5% |
| 1Y | -0.7% | -0.9% | +0.2% | -2.0% |
| 3Y | -1.7% | +66.6% | -68.3% | -20.1% |
| 5Y | +29.3% | +54.0% | -24.7% | +7.0% |
| 10Y | +80.7% | +198.1% | -117.5% | +19.5% |
| All | +929.2% | +1,139.1% | -209.9% | +430.9% |
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