+669.9%
GWW vs CRL
+350.3%
+319.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +12.1% | +11.9% | +0.2% | +8.5% |
| 3M | +12.9% | +20.2% | -7.3% | +7.1% |
| 6M | +19.3% | +107.5% | -88.2% | -1.8% |
| YTD | +48.7% | +69.4% | -20.7% | +27.2% |
| 1Y | +60.5% | +99.7% | -39.2% | +31.4% |
| 3Y | +93.3% | +98.8% | -5.5% | +49.4% |
| 5Y | +219.0% | -12.4% | +231.4% | +211.8% |
| All | +669.9% | +350.3% | +319.6% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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