+648.4%
GWW vs ES
+87.3%
+561.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +5.5% | +0.9% | +4.7% | +5.2% |
| 30D | +14.4% | +5.9% | +8.5% | +12.2% |
| 3M | +13.7% | -1.0% | +14.7% | +14.0% |
| 6M | +20.1% | +7.2% | +12.9% | +16.8% |
| YTD | +47.1% | +7.0% | +40.1% | +42.6% |
| 1Y | +56.2% | +0.5% | +55.8% | +54.0% |
| 3Y | +90.5% | +48.7% | +41.9% | +57.1% |
| 5Y | +221.2% | +1.9% | +219.3% | +209.1% |
| 10Y | +648.4% | +89.2% | +559.2% | +563.9% |
| All | +648.4% | +87.3% | +561.1% | +563.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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