Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • HWM vs GPC✓SelectedUSD · GPCHWM vs GPC performance historyLatest closeAs of-0.47%09/04
Stock and ETF performance explorer

HWM vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,773.8%
GPC return
+104.2%
Excess return
+1,669.6%
Maximum drawdown
-64.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
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