+494.2%
FIX vs GWW
+93.2%
+400.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +9.4% | +3.6% | +5.9% | +7.1% |
| 30D | -27.8% | +12.1% | -39.9% | -33.4% |
| 3M | -35.6% | +12.9% | -48.5% | -41.0% |
| 6M | -45.2% | +19.3% | -64.5% | -51.9% |
| YTD | +19.5% | +48.7% | -29.2% | -12.1% |
| 1Y | +24.2% | +60.5% | -36.3% | -14.3% |
| 3Y | +494.2% | +93.3% | +400.9% | +230.2% |
| All | +494.2% | +93.2% | +400.9% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling