+152.0%
GE vs GWW
+658.3%
-506.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +2.7% | +3.6% | -0.9% | +1.0% |
| 30D | +8.1% | +12.1% | -4.0% | +2.4% |
| 3M | -7.9% | +12.9% | -20.8% | -13.1% |
| 6M | +12.9% | +19.3% | -6.4% | +3.3% |
| YTD | +8.2% | +48.7% | -40.5% | -11.2% |
| 1Y | +9.7% | +60.5% | -50.8% | -13.4% |
| 3Y | +266.1% | +93.3% | +172.8% | +161.6% |
| 5Y | +407.4% | +219.0% | +188.4% | +178.3% |
| All | +152.0% | +658.3% | -506.3% | -2.6% |
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