-36.9%
GLXY vs GWW
+38.7%
-75.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | +5.3% | +3.6% | +1.7% | +4.8% |
| 30D | -19.8% | +12.1% | -31.9% | -21.5% |
| 3M | -31.4% | +12.9% | -44.3% | -33.1% |
| 6M | -53.3% | +19.3% | -72.6% | -55.3% |
| YTD | -35.7% | +48.7% | -84.4% | -43.5% |
| 1Y | -47.2% | +60.5% | -107.7% | -55.2% |
| All | -36.9% | +38.7% | -75.6% | -44.7% |
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