Sign In

Email Address

Password

New password

Confirm new password

Forgot Password?

No account yet?

or

There is no Internet connection.
Checking again in seconds.

New Portfolio

Portfolio Type

Broker

GWAP does not require a minimum investment, however your broker may. Please check directly with your broker what is their minimum investment requirement. Please note that for relatively small portfolios transaction costs can become significant.

Type
PAPER LIVE
Portfolio Name
Investment Goal
Investment Size (USD)
Portfolio Performance
Drawdown Report
Holding Period Returns
Holding Period
AvgMaxMin
111
Largest Holdings
Cumulative Time-Weighted Returns
Monthly Returns
Monthly Returns
Asset Allocation

Fixed Income
Equities

Sort by
Group by
Time frame
Ticker
Name
Sub Asset Class
Return
(%)
Volatility
(%)
Sharpe
Expense
Ratio
(bps)
Bid/Ask
Spread
(bps)
 
Allocation
 
Asset
Class
(%)
NAV
(%)
Price /
Share
Shares
(#)
Ticker
Description
Current
Shares
Order
Quantity
Order
Type
Limit
Price
Bid
Ask
Indicated
Value
Indicated
Tr. Cost
Ind. TC as
% of Value
Daily Movers - Asset Classes
Daily Movers - Securities
Portfolio Performance
Drawdown Report
Holding Period Returns
Holding Period
AvgMaxMin
111
Largest Holdings
Portfolio News
Portfolio NAV vs Net Investment
Cumulative Time-Weighted Returns
Monthly Returns
Monthly Returns
Asset Allocation

Fixed Income
Equities

      since inception
Performance Holdings
1D 1W 1M 3M YTD 1Y 3Y 5Y 10Y ALL
$ %

Daily Movers

Portfolio
Ticker
Security Name
Price
/Share
Shares
Current
Value
Cost
/Share
Invested
Amount
Total
G/(L)
Transactions
Date
Type
Ticker
Quantity
$
/Share
Transaction
Cost
Cash
Impact
 
   current cash
Ticker
Sub Asset Class
Style
Region
Current
Shares
Current
% NAV
Model
% NAV
Drift
% NAV
 
Indicated Rebalancing Transactions
TLH
Shares
Trade
Price/Share
Value
 
New
% NAV
New Drift
% NAV
 
Total
G/(L)
Ticker
Description
Current
Shares
Order
Quantity
Order
Type
Limit
Price
Bid
Ask
Indicated
Value
Indicated
Tr. Cost
Ind. TC as
% of Value
New Orders
Ticker
Description
Current
Shares
Order
Quantity
Order
Type
Limit
Price
Bid
Ask
Indicated
Value
Indicated
Tr. Cost
Ind. TC as
% of Value
Pending Orders
Ticker
Current
Position
Order
Quantity
Filled
Avg.
Price
Remaining
Order
Type
Limit
Price
Bid
Ask
Indicated
Value
Transaction
Cost
Order
Status
Ticker
Security Name
Sub Asset Class
 
Price
/Share
Shares
Current
Value
% Current
NAV
 
Cost
/Share
Cost
Basis
 
Capital
G/(L)
% Gain
/(Loss)
Portfolio order placed
Required hard copies of agreements received
IB portfolio custody account opened
GWAP advisory relationship approved (provisionally)
Funding instructions provided:
Wire transfer details for:
Funding available in IB account
Order ready for execution
Portfolio Details
DONE
KYC Verification
 
Funding
 

We are getting ready to implement your portfolio. Next we will open an account with Interactive Brokers (IB), which you will then Fund, before we execute your investment strategy. The KYC questionnaire may seem a bit onerous, even if we kept it to the minimum needed to meet stringer regulatory requirements.

DONE
Portfolio Details
Review selected strategy or cancel order
 
KYC Verification
We need to verify your identity and financial situation to better understand your needs.
 
Funding
Get your bank transfer details to fund your Trading Account
   invested
Fund Withdraw
Deposit Amount (USD, or equivalent)
Deposit Currency
Date
Frequency
Wire transfer details for:
Backtest •

Leverage:

Portfolio Orders
Broker Disconnected 
   
Transactions
Portfolio Rebalancing vs
Target Financial Leverage: vs
Rebalance Orders
Broker Disconnected 
Open Orders
Broker Disconnected 
Portfolio Holdings
Correlations Matrix

Create New Portfolio

Select a strategy

Resident in

Display Theme

Close Account:

Your account is now open for virtual Paper portfolios. You may complete your full investor profile when you are ready to invest in a Live portfolio.

 
 

Risk Rating
Drift
(% AC)
Drift
(% NAV)
Broker
TC
($/Share)
TLH
Trigger ($)
Div. WT
(%)
Notes:
AC = Asset Class; NAV = Net Asset Value; TC = Transaction Cost; TLH = Tax Loss Harvesting; Div.WT = Dividend Withholding Tax;

 

Name
Last Saved
Description
Delete

GWAP and Brokerage Account Positions are not Synchronised

Broker GWAPGWAP Adj. needed

Order Date and Time
Order Valid Until Cancelled
Portfolio Details
Portfolio Name
Investment Objective and Risk
Portfolio Currency and Size
Investment Strategy
Transaction Details
Current Investment Strategy
New Investment Strategy
Close all open security positions
Close GWAP Portfolio, close IB Account and wire all funds to the Client bank account
Terminate GWAP Advisory Agreement
Withdrawal amount in Base currency
Convert the funds to this currency before wire
Deposit currency
Deposit amount
Fees and Expenses
Indicated ETFs/Funds Expense Ratio (blended average) yearly
GWAP Fee (subject to minimum /month) yearly
Transaction Cost included
IB Bank Transfer Fees (first monthly transfer is free) from USD 10/ EUR 8/ CHF 11
Foreign Exchange Fee (IB foreign exchange fee) from 0.00002%, min $2
Wire transfer details for:
Important Acknowledgements and Maintenance Acknowledged and Agreed
Actual execution may differ due to a variety of factors including but not limited to market movements, liquidity considerations and other factors.
Fund fees and expenses reflect GWAP's best information. Actual fund fees may differ. Please refer to the actual ETF prospectuses for more details.
Past performance, or backtested results are no guarantee of future results. Future results may not meet expectations due to a variety of economic, market and other factors.
Wire payments are handled by the Broker, not by GWAP. The Broker may execute wire transactions only to/from bank accounts held in the same name as the relevant IB account
IB offer a free outgoing wire transfer per month. Subsequent transfers are charged a low fee which varies depending on the currency (check the pricing here). You may also be charged incoming wire transfer fees by your bank, or its correspondent bank. Please check with your bank the costs for incoming wires.
Neither IBKR, nor its agent bank charges for incoming wire transfers of any currency other than MXN. You may however be charged wire transfer fees by your bank, or its correspondent bank. Please check with your bank the costs for outgoing wires.
Wire transfers in a currency other than the Base are subject to foreign exchange rate fluctuations which are out of GWAP control and may materially impact net proceeds.
This Order is currently being implemented and it is not possible to cancel it anymore.

Trying again in 10 seconds.

Definition

Return calculated from chained daily returns, eliminating in the process the impact of timing new cash deposits, or withdrawals.

GWAP Formula

https://en.wikipedia.org/wiki/Time-weighted_return

Definition

Annualized standard deviation of daily returns.

GWAP Formula

https://en.wikipedia.org/wiki/Volatility_(finance)

Definition

to add.

Definition

Risk adjusted excess return.

GWAP Formula

https://en.wikipedia.org/wiki/Sharpe_ratio

Definition

Similar to Sharpe, but taking into account only the downside volatility (e.g. not penalizing the result for volatility of positive returns).

GWAP Formula

https://en.wikipedia.org/wiki/Sortino_ratio

Definition

Sensitivity of the security returns relative to the S&P 500.

GWAP Formula

https://en.wikipedia.org/wiki/Beta_(finance)

Definition

Sensitivity of returns relative to the S&P 500 in up days.

GWAP Formula

https://en.wikipedia.org/wiki/Beta_(finance)

Definition

Sensitivity of returns relative to the S&P 500 in down days.

GWAP Formula

https://en.wikipedia.org/wiki/Beta_(finance)

Definition

Basis Points.

GWAP Formula

https://en.wikipedia.org/wiki/Basis_point

Definition

All fees and expenses related to owning an ETF. It does not include trading costs.

https://en.wikipedia.org/wiki/Total_expense_ratio

Definition

Percent difference between the Bid and Ask prices for a security.

https://en.wikipedia.org/wiki/Bid%E2%80%93ask_spread

Definition

Last dividend distribution annualized.

GWAP Formula

Definition

Price to Earnings.

GWAP Formula

Last Price divided by trailing 12 months earnings per share.

Definition

Price to Book.

GWAP Formula

Last Price divided by last reported Shareholder Equity per share.

Definition

Price to Sales.

GWAP Formula

Last Price divided by trailing 12 months revenue per share.

Select a Model Strategy

Warning: Returns and other performance metrics are calculated based on Backtest simulated data and are not Actual results.

Loading data, please wait
GWAP

System Error

Apologies for any inconvenience this may have caused.
Please leave us a brief description of what triggered the error in the box below. It will help us resolve the issue faster.