+92.9%
GWW vs DRI
+68.4%
+24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +14.0% | +14.7% | -0.7% | +10.0% |
| 3M | +14.4% | +5.4% | +8.9% | +12.6% |
| 6M | +21.7% | +18.8% | +2.9% | +15.7% |
| YTD | +48.4% | +28.4% | +20.1% | +37.7% |
| 1Y | +58.4% | +37.7% | +20.7% | +44.0% |
| All | +92.9% | +68.4% | +24.5% | +57.2% |
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