+1,638.3%
GWW vs DG
+606.1%
+1,032.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +1.4% | +8.4% | -7.0% | -0.1% |
| 30D | +3.3% | +4.9% | -1.7% | +2.3% |
| 3M | +2.9% | +29.3% | -26.4% | -2.1% |
| 6M | +15.8% | -11.3% | +27.1% | +17.7% |
| YTD | +32.0% | +1.8% | +30.3% | +30.7% |
| 1Y | +29.9% | +25.3% | +4.6% | +23.1% |
| 3Y | +91.1% | +9.1% | +82.0% | +79.3% |
| 5Y | +223.9% | -34.9% | +258.8% | +239.5% |
| 10Y | +567.0% | +108.2% | +458.9% | +436.3% |
| All | +1,638.3% | +606.1% | +1,032.2% | +880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling