+27.2%
GFS vs GWW
+59.1%
-31.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +7.4% | +3.6% | +3.8% | +6.7% |
| 30D | -15.3% | +12.1% | -27.4% | -17.0% |
| 3M | -21.1% | +12.9% | -34.0% | -22.8% |
| 6M | -44.5% | +19.3% | -63.8% | -46.6% |
| YTD | +19.2% | +48.7% | -29.5% | +10.3% |
| 1Y | +27.2% | +60.5% | -33.3% | +15.4% |
| All | +27.2% | +59.1% | -31.9% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling