+1,704.0%
GS vs GWW
+4,329.1%
-2,625.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -3.2% | +6.0% | -9.2% | -6.2% |
| 30D | -2.4% | +14.0% | -16.4% | -9.1% |
| 3M | -15.7% | +12.5% | -28.3% | -21.1% |
| 6M | -6.8% | +23.6% | -30.4% | -17.8% |
| YTD | -0.1% | +43.6% | -43.7% | -19.2% |
| 1Y | +12.1% | +52.5% | -40.4% | -12.4% |
| 3Y | +185.8% | +92.6% | +93.2% | +94.8% |
| 5Y | +140.1% | +219.0% | -78.9% | +20.5% |
| 10Y | +505.2% | +713.8% | -208.6% | +67.5% |
| All | +1,704.0% | +4,329.1% | -2,625.1% | +100.5% |
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