+463.3%
GLW vs GWW
+91.5%
+371.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.7% | +10.2% | +8.7% |
| 7D | +14.0% | -1.5% | +15.5% | +14.6% |
| 30D | +0.4% | +1.1% | -0.7% | -0.3% |
| 3M | -11.3% | -1.0% | -10.4% | -11.5% |
| 6M | +35.1% | +16.3% | +18.8% | +25.7% |
| YTD | +90.5% | +28.5% | +62.0% | +70.8% |
| 1Y | +132.0% | +30.3% | +101.8% | +106.9% |
| 3Y | +463.3% | +91.6% | +371.7% | +356.9% |
| All | +463.3% | +91.5% | +371.9% | +356.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling