+4,512.2%
GWW vs BG
+1,181.2%
+3,331.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -1.4% | +10.3% | -11.8% | -3.9% |
| 3M | -3.6% | -1.9% | -1.7% | -3.7% |
| 6M | +15.1% | +5.2% | +9.9% | +12.8% |
| YTD | +27.5% | +41.2% | -13.7% | +16.3% |
| 1Y | +29.6% | +50.5% | -20.9% | +15.9% |
| 3Y | +90.1% | +19.9% | +70.2% | +76.8% |
| 5Y | +222.6% | +86.7% | +135.9% | +163.9% |
| 10Y | +566.5% | +167.5% | +399.0% | +373.8% |
| All | +4,512.2% | +1,181.2% | +3,331.1% | +2,230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling