+1,773.8%
HWM vs GPN
+34.5%
+1,739.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -11.0% | +5.8% | -16.8% | -13.7% |
| 3M | +4.0% | +37.0% | -33.0% | -12.1% |
| 6M | -0.2% | +20.1% | -20.4% | -11.0% |
| YTD | +26.7% | +20.4% | +6.2% | +10.7% |
| 1Y | +44.7% | +7.4% | +37.3% | +33.0% |
| 3Y | +426.1% | -26.1% | +452.2% | +465.8% |
| 5Y | +738.5% | -38.5% | +777.0% | +856.0% |
| All | +1,773.8% | +34.5% | +1,739.4% | +1,547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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