+660.4%
HWM vs GTLB
-50.0%
+710.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.4% | -5.3% | -10.2% |
| 7D | -9.2% | +4.6% | -13.7% | -9.6% |
| 30D | -17.9% | +21.0% | -38.9% | -19.6% |
| 3M | -6.0% | +51.7% | -57.8% | -10.4% |
| 6M | -7.4% | +89.3% | -96.6% | -14.3% |
| YTD | +13.1% | +25.6% | -12.5% | +9.2% |
| 1Y | +29.3% | -1.5% | +30.9% | +28.0% |
| 3Y | +389.9% | -9.9% | +399.8% | +375.9% |
| All | +660.4% | -50.0% | +710.4% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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