+669.9%
GWW vs DRI
+331.7%
+338.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +12.1% | +9.7% | +2.4% | +9.3% |
| 3M | +12.9% | +3.2% | +9.7% | +11.7% |
| 6M | +19.3% | +20.6% | -1.3% | +12.8% |
| YTD | +48.7% | +28.3% | +20.5% | +37.8% |
| 1Y | +60.5% | +34.5% | +26.0% | +46.7% |
| 3Y | +93.3% | +66.5% | +26.7% | +64.4% |
| 5Y | +219.0% | +79.6% | +139.3% | +162.3% |
| All | +669.9% | +331.7% | +338.1% | +381.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling