+14,159.6%
GWW vs GPC
+2,341.8%
+11,817.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | +3.3% | +6.0% | -2.7% | +0.1% |
| 3M | +2.9% | +42.6% | -39.7% | -15.8% |
| 6M | +15.8% | +22.8% | -7.0% | +2.0% |
| YTD | +32.0% | +15.5% | +16.6% | +18.9% |
| 1Y | +29.9% | +2.0% | +27.9% | +24.8% |
| 3Y | +91.1% | -1.4% | +92.5% | +78.9% |
| 5Y | +223.9% | +30.6% | +193.3% | +157.0% |
| 10Y | +567.0% | +80.6% | +486.4% | +322.1% |
| All | +14,159.6% | +2,341.8% | +11,817.8% | +2,768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling