+1,858.0%
GWW vs DG
+614.5%
+1,243.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +12.9% | +10.4% | +2.5% | +10.6% |
| 6M | +19.3% | +33.2% | -13.9% | +12.5% |
| YTD | +48.7% | +3.0% | +45.7% | +46.6% |
| 1Y | +60.5% | +31.2% | +29.3% | +50.7% |
| 3Y | +93.3% | +21.8% | +71.4% | +76.7% |
| 5Y | +219.0% | -35.0% | +253.9% | +234.2% |
| 10Y | +659.0% | +106.0% | +552.9% | +510.6% |
| All | +1,858.0% | +614.5% | +1,243.4% | +999.7% |
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