+89.7%
GWW vs BRKR
-11.8%
+101.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -8.7% | +5.3% | -2.2% |
| 30D | -1.9% | -9.9% | +7.9% | -0.6% |
| 3M | -2.4% | -3.1% | +0.7% | -2.5% |
| 6M | +15.7% | +45.5% | -29.8% | +8.5% |
| YTD | +27.6% | +13.7% | +13.9% | +23.1% |
| 1Y | +27.2% | +67.4% | -40.2% | +16.5% |
| 3Y | +89.7% | -13.2% | +102.9% | +86.5% |
| All | +89.7% | -11.8% | +101.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling