+93.3%
GWW vs DG
+21.7%
+71.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +12.1% | +3.2% | +8.9% | +11.9% |
| 3M | +12.9% | +10.4% | +2.5% | +12.2% |
| 6M | +19.3% | +33.2% | -13.9% | +17.4% |
| YTD | +48.7% | +3.0% | +45.7% | +48.1% |
| 1Y | +60.5% | +31.2% | +29.3% | +58.8% |
| 3Y | +93.3% | +21.8% | +71.4% | +91.1% |
| All | +93.3% | +21.7% | +71.6% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling