+57.1%
GWW vs DGX
+45.0%
+12.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.8% |
| 7D | +11.1% | +4.1% | +7.0% | +10.2% |
| 30D | +15.7% | +10.5% | +5.2% | +13.8% |
| 3M | +14.8% | +9.8% | +4.9% | +12.8% |
| 6M | +30.9% | +34.6% | -3.6% | +23.2% |
| YTD | +48.5% | +49.8% | -1.3% | +36.2% |
| 1Y | +57.1% | +46.0% | +11.1% | +45.2% |
| All | +57.1% | +45.0% | +12.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling