+100.4%
GD vs GWW
+224.0%
-123.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +1.9% | +3.7% | -1.8% | +0.6% |
| 30D | +9.2% | +13.6% | -4.4% | +4.3% |
| 3M | -7.5% | +15.4% | -22.8% | -12.1% |
| 6M | +5.8% | +21.8% | -16.0% | -1.9% |
| YTD | +9.8% | +50.0% | -40.3% | -6.5% |
| 1Y | +5.8% | +60.2% | -54.4% | -12.2% |
| 3Y | +58.0% | +94.4% | -36.3% | +20.3% |
| 5Y | +100.4% | +221.8% | -121.4% | +16.1% |
| All | +100.4% | +224.0% | -123.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling