+833.1%
GLW vs GWW
+565.7%
+267.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +11.7% | -3.1% | +14.9% | +13.3% |
| 30D | +2.7% | -2.3% | +5.0% | +3.7% |
| 3M | -2.8% | -3.3% | +0.5% | -1.7% |
| 6M | +20.2% | +15.4% | +4.8% | +11.9% |
| YTD | +87.3% | +26.7% | +60.5% | +66.4% |
| 1Y | +119.6% | +29.0% | +90.6% | +93.2% |
| 3Y | +453.7% | +89.0% | +364.7% | +297.0% |
| 5Y | +376.1% | +221.8% | +154.3% | +155.1% |
| All | +833.1% | +565.7% | +267.4% | +305.3% |
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