+225.5%
GWW vs BG
+81.8%
+143.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -3.4% | +3.1% | -6.5% | -3.9% |
| 30D | -1.9% | +10.2% | -12.1% | -3.6% |
| 3M | -2.4% | -1.7% | -0.7% | -2.4% |
| 6M | +15.7% | +1.0% | +14.7% | +14.9% |
| YTD | +27.6% | +39.9% | -12.3% | +18.9% |
| 1Y | +27.2% | +53.2% | -26.0% | +16.1% |
| 3Y | +89.7% | +16.3% | +73.4% | +80.8% |
| All | +225.5% | +81.8% | +143.7% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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