+29.9%
GWW vs DG
+23.4%
+6.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +1.4% | +8.4% | -7.0% | +0.4% |
| 30D | +3.3% | +4.9% | -1.7% | +2.6% |
| 3M | +2.9% | +29.3% | -26.4% | -0.4% |
| 6M | +15.8% | -11.3% | +27.1% | +17.6% |
| YTD | +32.0% | +1.8% | +30.3% | +31.7% |
| 1Y | +29.9% | +25.3% | +4.6% | +27.5% |
| All | +29.9% | +23.4% | +6.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling