+222.5%
GWW vs DG
-35.8%
+258.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +12.1% | +3.2% | +8.9% | +11.7% |
| 3M | +12.9% | +10.4% | +2.5% | +11.7% |
| 6M | +19.3% | +33.2% | -13.9% | +15.7% |
| YTD | +48.7% | +3.0% | +45.7% | +47.7% |
| 1Y | +60.5% | +31.2% | +29.3% | +55.8% |
| 3Y | +93.3% | +21.8% | +71.4% | +84.7% |
| All | +222.5% | -35.8% | +258.3% | +250.1% |
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 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