+566.5%
GWW vs GPC
+83.6%
+482.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -0.5% | -0.6% | +0.2% | -0.2% |
| 30D | -1.4% | +1.3% | -2.7% | -2.1% |
| 3M | -3.6% | +37.1% | -40.7% | -18.7% |
| 6M | +15.1% | +23.2% | -8.1% | +2.1% |
| YTD | +27.5% | +13.1% | +14.4% | +16.8% |
| 1Y | +29.6% | +0.9% | +28.7% | +25.8% |
| 3Y | +90.1% | -0.8% | +90.9% | +78.1% |
| 5Y | +222.6% | +31.1% | +191.5% | +154.6% |
| 10Y | +566.5% | +87.4% | +479.1% | +313.5% |
| All | +566.5% | +83.6% | +482.9% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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