+561.8%
GWW vs DD
+66.6%
+495.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -3.4% | -3.5% | +0.1% | -2.0% |
| 30D | -1.9% | -11.7% | +9.7% | +2.9% |
| 3M | -2.4% | -9.2% | +6.8% | +1.0% |
| 6M | +15.7% | -7.2% | +22.9% | +17.8% |
| YTD | +27.6% | +6.6% | +21.0% | +22.5% |
| 1Y | +27.2% | +32.0% | -4.8% | +11.3% |
| 3Y | +89.7% | +42.1% | +47.5% | +55.7% |
| 5Y | +223.9% | +58.1% | +165.9% | +146.5% |
| All | +561.8% | +66.6% | +495.2% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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