+566.5%
GWW vs AR
+43.0%
+523.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -1.4% | +5.5% | -7.0% | -1.9% |
| 3M | -3.6% | +12.9% | -16.5% | -4.9% |
| 6M | +15.1% | +0.1% | +15.0% | +14.7% |
| YTD | +27.5% | +13.5% | +14.0% | +25.3% |
| 1Y | +29.6% | +21.6% | +8.0% | +26.1% |
| 3Y | +90.1% | +46.0% | +44.1% | +79.0% |
| 5Y | +222.6% | +143.7% | +78.9% | +183.0% |
| 10Y | +566.5% | +44.3% | +522.2% | +449.6% |
| All | +566.5% | +43.0% | +523.5% | +449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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