+557.4%
GWW vs EL
+25.3%
+532.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | -3.1% | -4.4% | +1.2% | -2.2% |
| 30D | -2.3% | +10.3% | -12.6% | -4.7% |
| 3M | -3.3% | +13.4% | -16.7% | -6.5% |
| 6M | +15.4% | +3.1% | +12.3% | +13.1% |
| YTD | +26.7% | -6.9% | +33.7% | +26.0% |
| 1Y | +29.0% | +11.9% | +17.1% | +22.2% |
| 3Y | +89.0% | -33.8% | +122.8% | +95.1% |
| 5Y | +221.8% | -69.0% | +290.7% | +318.8% |
| All | +557.4% | +25.3% | +532.1% | +511.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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