-2.7%
GFS vs GWW
+217.4%
-220.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.4% |
| 7D | +2.6% | -1.5% | +4.2% | +3.6% |
| 30D | -16.4% | +1.1% | -17.5% | -17.1% |
| 3M | -41.6% | -1.0% | -40.6% | -41.7% |
| 6M | -3.7% | +16.3% | -20.0% | -13.6% |
| YTD | +29.3% | +28.5% | +0.8% | +7.5% |
| 1Y | +37.1% | +30.3% | +6.9% | +12.7% |
| 3Y | -22.1% | +91.6% | -113.7% | -50.9% |
| All | -2.7% | +217.4% | -220.1% | -57.6% |
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