+1,591.9%
GWW vs DG
+577.8%
+1,014.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.9% |
| 7D | -1.5% | -2.5% | +0.9% | -1.1% |
| 30D | +1.1% | +1.0% | +0.1% | +0.8% |
| 3M | -1.0% | +20.3% | -21.3% | -4.6% |
| 6M | +16.3% | -11.7% | +28.1% | +18.4% |
| YTD | +28.5% | -2.3% | +30.8% | +28.2% |
| 1Y | +30.3% | +20.0% | +10.3% | +24.4% |
| 3Y | +91.6% | +7.2% | +84.4% | +80.1% |
| 5Y | +224.0% | -37.9% | +261.9% | +242.8% |
| 10Y | +551.3% | +107.3% | +444.0% | +423.9% |
| All | +1,591.9% | +577.8% | +1,014.2% | +861.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling