+60.2%
GWW vs GPC
0.0%
+60.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.7% | -1.3% | +5.0% | +4.0% |
| 30D | +13.6% | -6.0% | +19.6% | +15.0% |
| 3M | +15.4% | -7.6% | +23.0% | +17.2% |
| 6M | +21.8% | +24.2% | -2.4% | +13.1% |
| YTD | +50.0% | +2.7% | +47.3% | +36.5% |
| 1Y | +60.2% | +0.2% | +60.1% | +48.0% |
| All | +60.2% | 0.0% | +60.2% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling