+39.4%
GM vs GWW
+55.5%
-16.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +1.9% |
| 7D | +12.1% | +11.1% | +1.0% | +7.3% |
| 30D | +15.2% | +15.7% | -0.5% | +8.4% |
| 3M | +4.9% | +14.8% | -9.9% | -1.1% |
| 6M | +22.6% | +30.9% | -8.3% | +7.4% |
| YTD | +14.4% | +48.5% | -34.1% | -9.7% |
| 1Y | +39.4% | +57.1% | -17.7% | +5.2% |
| All | +39.4% | +55.5% | -16.0% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling