+561.8%
GWW vs CRL
+256.1%
+305.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.2% |
| 7D | -3.4% | -3.5% | +0.2% | -2.5% |
| 30D | -1.9% | -2.1% | +0.2% | -1.5% |
| 3M | -2.4% | +48.0% | -50.4% | -11.9% |
| 6M | +15.7% | +64.7% | -49.0% | +0.7% |
| YTD | +27.6% | +39.5% | -11.9% | +15.2% |
| 1Y | +27.2% | +74.2% | -47.0% | +7.7% |
| 3Y | +89.7% | +39.4% | +50.3% | +62.1% |
| 5Y | +223.9% | -36.9% | +260.8% | +248.8% |
| All | +561.8% | +256.1% | +305.7% | +294.4% |
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