+394.5%
GLW vs GWW
+221.1%
+173.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +16.9% | -0.5% | +17.3% | +17.0% |
| 30D | +7.0% | -1.4% | +8.4% | +7.5% |
| 3M | -3.0% | -3.6% | +0.7% | -1.9% |
| 6M | +31.0% | +15.1% | +15.9% | +22.7% |
| YTD | +93.4% | +27.5% | +65.9% | +73.6% |
| 1Y | +134.7% | +29.6% | +105.1% | +109.0% |
| 3Y | +471.8% | +90.1% | +381.7% | +325.9% |
| 5Y | +394.5% | +222.6% | +171.8% | +182.2% |
| All | +394.5% | +221.1% | +173.4% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling