+222.6%
GWW vs EAT
+310.8%
-88.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -0.5% | -6.8% | +6.3% | +0.3% |
| 30D | -1.4% | -5.4% | +3.9% | -0.9% |
| 3M | -3.6% | +42.8% | -46.4% | -7.7% |
| 6M | +15.1% | +56.5% | -41.4% | +8.6% |
| YTD | +27.5% | +50.0% | -22.5% | +20.7% |
| 1Y | +29.6% | +38.3% | -8.7% | +23.5% |
| 3Y | +90.1% | +591.6% | -501.6% | +44.2% |
| 5Y | +222.6% | +312.6% | -90.0% | +150.4% |
| All | +222.6% | +310.8% | -88.2% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling