+0.7%
FPS vs GWW
+7.0%
-6.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.5% |
| 7D | -4.6% | -3.1% | -1.4% | -3.3% |
| 30D | -22.6% | -2.3% | -20.2% | -21.8% |
| 3M | -45.1% | -3.3% | -41.8% | -44.7% |
| 6M | -17.8% | +15.4% | -33.2% | -27.1% |
| All | +0.7% | +7.0% | -6.3% | -4.2% |
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 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