+222.6%
GWW vs ED
+66.4%
+156.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -1.4% | +1.9% | -3.4% | -1.9% |
| 3M | -3.6% | +1.9% | -5.5% | -4.3% |
| 6M | +15.1% | -2.3% | +17.4% | +15.5% |
| YTD | +27.5% | +10.9% | +16.6% | +23.1% |
| 1Y | +29.6% | +14.5% | +15.1% | +23.8% |
| 3Y | +90.1% | +33.4% | +56.7% | +68.1% |
| 5Y | +222.6% | +67.3% | +155.3% | +171.5% |
| All | +222.6% | +66.4% | +156.2% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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