+563.0%
HWM vs GFS
-31.0%
+594.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.0% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | -3.9% | -16.0% | +12.1% | -0.3% |
| 3M | -23.2% | -24.7% | +1.5% | -18.7% |
| 6M | -20.0% | -45.1% | +25.1% | -10.8% |
| YTD | +5.7% | +16.5% | -10.8% | -3.4% |
| 1Y | +4.9% | +19.3% | -14.5% | -5.0% |
| 3Y | +347.0% | -20.0% | +367.0% | +325.9% |
| 5Y | +563.0% | -32.0% | +595.0% | +524.1% |
| All | +563.0% | -31.0% | +594.1% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling