+7,389.3%
GWW vs EL
+1,821.4%
+5,567.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +3.6% | +1.5% | +2.0% | +3.1% |
| 30D | +12.1% | +10.0% | +2.1% | +9.3% |
| 3M | +12.9% | +28.4% | -15.5% | +5.2% |
| 6M | +19.3% | +37.1% | -17.7% | +8.6% |
| YTD | +48.7% | +7.8% | +40.9% | +41.7% |
| 1Y | +60.5% | +26.0% | +34.5% | +46.4% |
| 3Y | +93.3% | +3.8% | +89.4% | +74.3% |
| 5Y | +219.0% | -65.2% | +284.2% | +281.6% |
| 10Y | +659.0% | +62.1% | +596.8% | +464.8% |
| All | +7,389.3% | +1,821.4% | +5,567.9% | +3,011.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling