-12.3%
GFS vs GWW
+257.0%
-269.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.5% |
| 7D | -3.1% | +5.3% | -8.4% | -6.3% |
| 30D | -16.0% | +12.4% | -28.5% | -22.1% |
| 3M | -24.7% | +13.7% | -38.4% | -30.9% |
| 6M | -45.1% | +18.0% | -63.1% | -51.1% |
| YTD | +16.5% | +44.6% | -28.1% | -10.4% |
| 1Y | +19.3% | +53.1% | -33.8% | -11.9% |
| 3Y | -20.0% | +90.2% | -110.2% | -49.1% |
| 5Y | -32.0% | +215.0% | -247.0% | -70.9% |
| All | -12.3% | +257.0% | -269.4% | -64.6% |
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