+417.9%
GE vs GWW
+221.1%
+196.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -1.2% | -0.5% | -0.8% | -1.0% |
| 30D | -11.3% | -1.4% | -9.8% | -10.7% |
| 3M | -1.4% | -3.6% | +2.2% | -0.1% |
| 6M | +1.2% | +15.1% | -13.9% | -5.3% |
| YTD | +5.9% | +27.5% | -21.5% | -5.7% |
| 1Y | +18.4% | +29.6% | -11.2% | +4.4% |
| 3Y | +271.0% | +90.1% | +180.9% | +173.8% |
| 5Y | +417.9% | +222.6% | +195.3% | +196.6% |
| All | +417.9% | +221.1% | +196.9% | +196.6% |
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 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