+170.5%
GD vs GWW
+653.9%
-483.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +0.6% | 0.0% | +0.7% | +0.7% |
| 30D | +9.5% | +14.0% | -4.5% | +4.0% |
| 3M | -5.8% | +14.4% | -20.2% | -10.8% |
| 6M | +7.7% | +21.7% | -14.0% | -0.7% |
| YTD | +11.1% | +48.4% | -37.4% | -5.8% |
| 1Y | +6.1% | +58.4% | -52.3% | -12.4% |
| 3Y | +59.8% | +92.3% | -32.4% | +20.7% |
| 5Y | +104.6% | +221.8% | -117.2% | +22.9% |
| 10Y | +170.5% | +657.6% | -487.0% | +23.8% |
| All | +170.5% | +653.9% | -483.4% | +23.8% |
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