+561.8%
GWW vs DGX
+255.3%
+306.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -1.9% | -1.2% | -0.8% | -1.6% |
| 3M | -2.4% | +15.8% | -18.2% | -7.5% |
| 6M | +15.7% | +18.2% | -2.4% | +8.7% |
| YTD | +27.6% | +37.2% | -9.6% | +13.5% |
| 1Y | +27.2% | +30.4% | -3.2% | +14.9% |
| 3Y | +89.7% | +96.7% | -7.0% | +44.3% |
| 5Y | +223.9% | +67.2% | +156.8% | +158.6% |
| All | +561.8% | +255.3% | +306.4% | +297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling