+3,601.2%
FIX vs GWW
+665.1%
+2,936.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.5% |
| 7D | +16.9% | +3.7% | +13.2% | +14.4% |
| 30D | -30.6% | +13.6% | -44.2% | -36.3% |
| 3M | -35.1% | +15.4% | -50.4% | -41.1% |
| 6M | -44.0% | +21.8% | -65.8% | -50.9% |
| YTD | +21.0% | +50.0% | -29.0% | -7.4% |
| 1Y | +16.2% | +60.2% | -44.1% | -14.8% |
| 3Y | +506.9% | +94.4% | +412.5% | +296.5% |
| 5Y | +1,051.1% | +221.8% | +829.3% | +452.9% |
| All | +3,601.2% | +665.1% | +2,936.1% | +1,181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling