+19,778.3%
GD vs GWW
+15,890.6%
+3,887.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -1.5% |
| 7D | -3.9% | +5.8% | -9.7% | -5.8% |
| 30D | +8.1% | +13.8% | -5.7% | +3.5% |
| 3M | -6.8% | +13.2% | -19.9% | -10.6% |
| 6M | +3.0% | +28.4% | -25.4% | -5.6% |
| YTD | +7.8% | +44.7% | -36.9% | -5.4% |
| 1Y | +5.8% | +52.1% | -46.3% | -8.7% |
| 3Y | +55.3% | +93.9% | -38.5% | +22.6% |
| 5Y | +96.7% | +221.4% | -124.7% | +29.9% |
| 10Y | +195.4% | +719.8% | -524.5% | +40.4% |
| All | +19,778.3% | +15,890.6% | +3,887.6% | +4,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling