+1,573.3%
HWM vs GPC
+98.3%
+1,475.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -8.9% |
| 7D | -9.2% | +0.2% | -9.4% | -9.1% |
| 30D | -17.9% | -0.4% | -17.5% | -17.6% |
| 3M | -6.0% | +39.2% | -45.2% | -24.8% |
| 6M | -7.4% | +18.2% | -25.6% | -18.2% |
| YTD | +13.1% | +12.1% | +1.0% | +1.2% |
| 1Y | +29.3% | -0.7% | +30.0% | +24.7% |
| 3Y | +389.9% | -1.7% | +391.6% | +341.6% |
| 5Y | +655.5% | +29.3% | +626.2% | +429.9% |
| All | +1,573.3% | +98.3% | +1,475.1% | +640.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling