+53.9%
GD vs GWW
+92.7%
-38.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.0% | +6.0% | -11.0% | -6.8% |
| 30D | +8.9% | +14.0% | -5.1% | +4.5% |
| 3M | -8.0% | +12.5% | -20.6% | -11.5% |
| 6M | +2.9% | +23.6% | -20.7% | -4.5% |
| YTD | +7.1% | +43.6% | -36.5% | -6.5% |
| 1Y | +5.9% | +52.5% | -46.6% | -9.6% |
| 3Y | +53.9% | +92.6% | -38.7% | +25.5% |
| All | +53.9% | +92.7% | -38.9% | +25.5% |
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