+95.0%
GWW vs GPC
-0.2%
+95.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.7% | -1.3% | +5.0% | +4.1% |
| 30D | +13.6% | -6.0% | +19.6% | +15.5% |
| 3M | +15.4% | -7.6% | +23.0% | +17.7% |
| 6M | +21.8% | +24.2% | -2.4% | +12.6% |
| YTD | +50.0% | +2.7% | +47.3% | +46.0% |
| 1Y | +60.2% | +0.2% | +60.1% | +57.3% |
| All | +95.0% | -0.2% | +95.2% | +83.3% |
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