+591.4%
GWW vs AR
-33.4%
+624.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +6.0% | -14.3% | +20.3% | +7.5% |
| 30D | +14.0% | +1.4% | +12.6% | +13.7% |
| 3M | +12.5% | +3.4% | +9.2% | +11.9% |
| 6M | +23.6% | -2.1% | +25.7% | +23.4% |
| YTD | +43.6% | +4.7% | +38.9% | +41.9% |
| 1Y | +52.5% | +10.6% | +41.9% | +49.6% |
| 3Y | +92.6% | +24.6% | +68.0% | +83.7% |
| 5Y | +219.0% | +71.9% | +147.1% | +188.1% |
| 10Y | +713.8% | +46.4% | +667.4% | +564.1% |
| All | +591.4% | -33.4% | +624.8% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling