+91.6%
GWW vs GPC
-2.2%
+93.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | -1.0% | +39.2% | -40.2% | -10.9% |
| 6M | +16.3% | +18.2% | -1.9% | +9.9% |
| YTD | +28.5% | +12.1% | +16.4% | +22.4% |
| 1Y | +30.3% | -0.7% | +30.9% | +28.8% |
| 3Y | +91.6% | -1.7% | +93.3% | +82.6% |
| All | +91.6% | -2.2% | +93.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling