+240.0%
GM vs GWW
+1,194.2%
-954.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.1% | -3.1% | +2.1% | +0.6% |
| 30D | -3.4% | -2.3% | -1.1% | -2.2% |
| 3M | +8.7% | -3.3% | +12.0% | +10.2% |
| 6M | +15.4% | +15.4% | 0.0% | +6.5% |
| YTD | +6.6% | +26.7% | -20.1% | -6.8% |
| 1Y | +51.5% | +29.0% | +22.5% | +31.0% |
| 3Y | +169.3% | +89.0% | +80.4% | +85.2% |
| 5Y | +81.6% | +221.8% | -140.2% | -7.6% |
| 10Y | +240.7% | +562.7% | -322.0% | +14.8% |
| All | +240.0% | +1,194.2% | -954.1% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling