+222.5%
GWW vs EL
-65.2%
+287.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +3.6% | +1.5% | +2.0% | +3.3% |
| 30D | +12.1% | +10.0% | +2.1% | +10.7% |
| 3M | +12.9% | +28.4% | -15.5% | +8.9% |
| 6M | +19.3% | +37.1% | -17.7% | +13.7% |
| YTD | +48.7% | +7.8% | +40.9% | +45.4% |
| 1Y | +60.5% | +26.0% | +34.5% | +53.3% |
| 3Y | +93.3% | +3.8% | +89.4% | +82.0% |
| All | +222.5% | -65.2% | +287.8% | +298.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling