+244.0%
GLW vs GWW
+224.0%
+20.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +15.5% | +3.7% | +11.8% | +13.8% |
| 30D | -19.6% | +13.6% | -33.1% | -23.8% |
| 3M | -28.5% | +15.4% | -43.8% | -32.9% |
| 6M | -39.5% | +21.8% | -61.3% | -44.8% |
| YTD | +37.2% | +50.0% | -12.8% | +14.5% |
| 1Y | +35.4% | +60.2% | -24.8% | +10.0% |
| 3Y | +359.7% | +94.4% | +265.3% | +237.9% |
| 5Y | +244.0% | +221.8% | +22.2% | +87.9% |
| All | +244.0% | +224.0% | +20.0% | +87.9% |
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 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