+561.8%
GWW vs EAT
+374.9%
+186.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.4% | -7.7% | +4.3% | -2.2% |
| 30D | -1.9% | -13.6% | +11.7% | +0.2% |
| 3M | -2.4% | +33.9% | -36.3% | -6.8% |
| 6M | +15.7% | +47.2% | -31.5% | +8.2% |
| YTD | +27.6% | +48.1% | -20.5% | +18.9% |
| 1Y | +27.2% | +33.7% | -6.5% | +19.8% |
| 3Y | +89.7% | +595.8% | -506.1% | +33.5% |
| 5Y | +223.9% | +314.4% | -90.4% | +138.8% |
| All | +561.8% | +374.9% | +186.8% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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