+1,387.4%
HWM vs GPC
+81.6%
+1,305.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +3.2% |
| 7D | +3.3% | +1.6% | +1.7% | +2.4% |
| 30D | -7.6% | -2.1% | -5.5% | -6.6% |
| 3M | -28.9% | -6.8% | -22.1% | -26.1% |
| 6M | -19.7% | +18.6% | -38.3% | -29.4% |
| YTD | +0.5% | +2.7% | -2.1% | -5.4% |
| 1Y | +0.3% | +1.8% | -1.5% | -5.4% |
| 3Y | +325.8% | +1.1% | +324.8% | +273.1% |
| 5Y | +524.7% | +4.1% | +520.7% | +414.2% |
| 10Y | +1,491.8% | +88.2% | +1,403.5% | +626.7% |
| All | +1,387.4% | +81.6% | +1,305.8% | +592.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling