+561.8%
GWW vs DG
+101.8%
+460.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -3.4% | -6.5% | +3.1% | -2.2% |
| 30D | -1.9% | +4.2% | -6.1% | -2.7% |
| 3M | -2.4% | +9.5% | -11.9% | -4.2% |
| 6M | +15.7% | -13.1% | +28.9% | +18.1% |
| YTD | +27.6% | -4.8% | +32.4% | +27.9% |
| 1Y | +27.2% | +20.6% | +6.6% | +21.5% |
| 3Y | +89.7% | +4.9% | +84.7% | +79.2% |
| 5Y | +223.9% | -37.9% | +261.8% | +250.2% |
| All | +561.8% | +101.8% | +460.0% | +422.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling