+536.9%
HWM vs GPC
+3.6%
+533.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.9% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -7.6% | -2.1% | -5.5% | -7.0% |
| 3M | -28.9% | -6.8% | -22.1% | -27.2% |
| 6M | -19.7% | +18.6% | -38.3% | -25.5% |
| YTD | +0.5% | +2.7% | -2.1% | -3.1% |
| 1Y | +0.3% | +1.8% | -1.5% | -3.2% |
| 3Y | +325.8% | +1.1% | +324.8% | +288.5% |
| All | +536.9% | +3.6% | +533.4% | +416.1% |
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