+2,827.3%
GWW vs EFV
+256.4%
+2,570.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.2% |
| 7D | -1.5% | +1.0% | -2.5% | -2.2% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | -1.0% | +9.6% | -10.6% | -7.0% |
| 6M | +16.3% | +14.0% | +2.3% | +6.1% |
| YTD | +28.5% | +18.5% | +10.1% | +14.2% |
| 1Y | +30.3% | +27.9% | +2.4% | +10.1% |
| 3Y | +91.6% | +92.4% | -0.8% | +22.1% |
| 5Y | +224.0% | +97.2% | +126.8% | +101.1% |
| 10Y | +551.3% | +163.0% | +388.3% | +232.8% |
| All | +2,827.3% | +256.4% | +2,570.9% | +1,040.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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