+388.8%
GH vs GWW
+296.9%
+91.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -2.5% | -3.4% | +0.9% | -1.1% |
| 30D | -4.7% | -1.9% | -2.8% | -4.0% |
| 3M | +20.2% | -2.4% | +22.6% | +20.9% |
| 6M | +78.8% | +15.7% | +63.1% | +66.8% |
| YTD | +54.1% | +27.6% | +26.5% | +37.3% |
| 1Y | +177.1% | +27.2% | +149.9% | +146.5% |
| 3Y | +371.6% | +89.7% | +281.9% | +248.5% |
| 5Y | +21.9% | +223.9% | -202.0% | -28.2% |
| All | +388.8% | +296.9% | +91.8% | +96.3% |
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