+222.6%
GWW vs CRL
-37.6%
+260.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | -3.6% | +46.6% | -50.3% | -10.1% |
| 6M | +15.1% | +57.3% | -42.1% | +5.4% |
| YTD | +27.5% | +39.5% | -12.1% | +18.8% |
| 1Y | +29.6% | +76.9% | -47.3% | +15.2% |
| 3Y | +90.1% | +39.4% | +50.7% | +71.6% |
| 5Y | +222.6% | -37.2% | +259.8% | +227.1% |
| All | +222.6% | -37.6% | +260.2% | +227.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling