+410.8%
GWW vs EQX
+232.0%
+178.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.7% |
| 7D | -3.4% | -3.2% | -0.2% | -3.3% |
| 30D | -1.9% | +7.8% | -9.7% | -2.0% |
| 3M | -2.4% | +21.3% | -23.7% | -2.6% |
| 6M | +15.7% | -22.4% | +38.1% | +16.0% |
| YTD | +27.6% | -11.3% | +38.9% | +27.8% |
| 1Y | +27.2% | +13.5% | +13.7% | +27.2% |
| 3Y | +89.7% | +162.1% | -72.5% | +88.1% |
| 5Y | +223.9% | +84.2% | +139.7% | +218.1% |
| All | +410.8% | +232.0% | +178.7% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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