+57.1%
GWW vs DRI
+34.0%
+23.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +5.2% |
| 7D | +11.1% | +6.5% | +4.6% | +9.4% |
| 30D | +15.7% | +16.4% | -0.7% | +11.6% |
| 3M | +14.8% | +13.6% | +1.1% | +10.9% |
| 6M | +30.9% | +22.0% | +8.9% | +23.4% |
| YTD | +48.5% | +29.3% | +19.2% | +35.0% |
| 1Y | +57.1% | +32.0% | +25.1% | +40.8% |
| All | +57.1% | +34.0% | +23.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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