+1,773.8%
HWM vs GPC
+104.2%
+1,669.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.8% |
| 30D | -11.0% | +6.0% | -17.0% | -14.2% |
| 3M | +4.0% | +42.6% | -38.6% | -18.1% |
| 6M | -0.2% | +22.8% | -23.0% | -14.0% |
| YTD | +26.7% | +15.5% | +11.2% | +11.2% |
| 1Y | +44.7% | +2.0% | +42.7% | +37.1% |
| 3Y | +426.1% | -1.4% | +427.5% | +375.4% |
| 5Y | +738.5% | +30.6% | +707.9% | +486.1% |
| All | +1,773.8% | +104.2% | +1,669.6% | +713.5% |
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