+221.8%
GWW vs DRI
+63.5%
+158.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | -2.3% | -5.2% | +2.9% | -1.0% |
| 3M | -3.3% | +2.7% | -6.0% | -4.4% |
| 6M | +15.4% | +3.6% | +11.8% | +13.6% |
| YTD | +26.7% | +15.4% | +11.3% | +20.7% |
| 1Y | +29.0% | +1.3% | +27.7% | +27.2% |
| 3Y | +89.0% | +53.1% | +35.9% | +63.4% |
| 5Y | +221.8% | +64.6% | +157.2% | +170.2% |
| All | +221.8% | +63.5% | +158.3% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling