+8,198.9%
GWW vs DRI
+8,063.5%
+135.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +12.1% | +9.7% | +2.4% | +9.5% |
| 3M | +12.9% | +3.2% | +9.7% | +11.8% |
| 6M | +19.3% | +20.6% | -1.3% | +13.2% |
| YTD | +48.7% | +28.3% | +20.5% | +38.5% |
| 1Y | +60.5% | +34.5% | +26.0% | +47.6% |
| 3Y | +93.3% | +66.5% | +26.7% | +66.2% |
| 5Y | +219.0% | +79.6% | +139.3% | +165.7% |
| 10Y | +659.0% | +333.8% | +325.2% | +364.1% |
| All | +8,198.9% | +8,063.5% | +135.4% | +2,600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling