+89.5%
GWW vs DRI
+54.2%
+35.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.5% | -4.8% | +4.4% | +0.7% |
| 30D | -1.4% | -3.9% | +2.5% | -0.6% |
| 3M | -3.6% | +5.1% | -8.7% | -5.2% |
| 6M | +15.1% | +5.5% | +9.6% | +12.9% |
| YTD | +27.5% | +16.5% | +11.0% | +21.6% |
| 1Y | +29.6% | +2.0% | +27.6% | +27.6% |
| All | +89.5% | +54.2% | +35.3% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling