+185.7%
GS vs GWW
+224.0%
-38.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | -1.6% | +3.3% | -4.8% | -3.0% |
| 3M | -4.5% | +2.9% | -7.4% | -6.3% |
| 6M | +20.9% | +15.8% | +5.1% | +12.0% |
| YTD | +19.9% | +32.0% | -12.1% | +3.9% |
| 1Y | +41.4% | +29.9% | +11.5% | +23.3% |
| 3Y | +239.2% | +91.1% | +148.1% | +151.3% |
| All | +185.7% | +224.0% | -38.3% | +65.0% |
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