-7.8%
GFS vs GWW
+270.6%
-278.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.2% |
| 7D | +17.2% | +3.7% | +13.5% | +14.7% |
| 30D | -8.7% | +13.6% | -22.3% | -15.8% |
| 3M | -19.7% | +15.4% | -35.0% | -26.8% |
| 6M | -40.7% | +21.8% | -62.5% | -48.1% |
| YTD | +22.5% | +50.0% | -27.5% | -7.8% |
| 1Y | +25.2% | +60.2% | -35.0% | -10.1% |
| 3Y | -17.7% | +94.4% | -112.0% | -48.3% |
| 5Y | -23.5% | +221.8% | -245.4% | -67.7% |
| All | -7.8% | +270.6% | -278.4% | -63.6% |
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