+221.8%
GWW vs DG
-39.4%
+261.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -3.1% | -6.3% | +3.2% | -2.5% |
| 30D | -2.3% | +2.4% | -4.8% | -2.6% |
| 3M | -3.3% | +12.4% | -15.7% | -4.5% |
| 6M | +15.4% | -14.9% | +30.3% | +16.9% |
| YTD | +26.7% | -6.1% | +32.8% | +27.1% |
| 1Y | +29.0% | +17.9% | +11.1% | +26.5% |
| 3Y | +89.0% | +3.1% | +85.8% | +85.3% |
| 5Y | +221.8% | -38.7% | +260.4% | +251.8% |
| All | +221.8% | -39.4% | +261.2% | +251.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling