+1,573.3%
HWM vs GFI
+1,318.2%
+255.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.7% |
| 7D | -9.2% | +5.7% | -14.8% | -9.4% |
| 30D | -17.9% | +15.6% | -33.5% | -18.5% |
| 3M | -6.0% | +31.5% | -37.6% | -7.5% |
| 6M | -7.4% | -3.7% | -3.6% | -7.6% |
| YTD | +13.1% | +11.2% | +1.9% | +12.0% |
| 1Y | +29.3% | +36.4% | -7.1% | +26.9% |
| 3Y | +389.9% | +313.5% | +76.4% | +359.4% |
| 5Y | +655.5% | +528.0% | +127.5% | +594.8% |
| All | +1,573.3% | +1,318.2% | +255.1% | +1,463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling