+608.0%
HWM vs GPC
+4.8%
+603.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +11.1% | -1.3% | +12.4% | +11.6% |
| 30D | +3.0% | -6.0% | +9.0% | +5.2% |
| 3M | -20.7% | -7.6% | -13.1% | -18.5% |
| 6M | -17.2% | +24.2% | -41.4% | -24.5% |
| YTD | +9.1% | +2.7% | +6.4% | +5.1% |
| 1Y | +9.0% | +0.2% | +8.9% | +6.0% |
| 3Y | +353.8% | -0.8% | +354.6% | +318.9% |
| 5Y | +608.0% | +4.4% | +603.6% | +478.4% |
| All | +608.0% | +4.8% | +603.2% | +478.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling