+399.9%
GH vs GWW
+299.8%
+100.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -4.5% | +1.1% | -5.6% | -5.0% |
| 3M | +28.9% | -1.0% | +29.9% | +28.9% |
| 6M | +76.5% | +16.3% | +60.2% | +64.4% |
| YTD | +57.6% | +28.5% | +29.1% | +40.0% |
| 1Y | +167.5% | +30.3% | +137.3% | +135.5% |
| 3Y | +377.4% | +91.6% | +285.8% | +251.3% |
| 5Y | +23.8% | +224.0% | -200.1% | -27.1% |
| All | +399.9% | +299.8% | +100.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling