+4.4%
HWM vs GFI
+6.9%
-2.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.3% | -10.6% | -5.3% |
| 7D | +9.4% | +1.4% | +8.0% | +9.0% |
| 30D | -7.0% | +3.0% | -9.9% | -7.5% |
| 3M | -25.9% | +10.2% | -36.0% | -27.9% |
| 6M | -10.8% | -10.1% | -0.8% | -10.7% |
| YTD | +4.3% | -11.4% | +15.7% | +2.7% |
| 1Y | +4.4% | +8.4% | -4.0% | -2.3% |
| All | +4.4% | +6.9% | -2.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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