+571.9%
GWW vs ES
+85.8%
+486.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +1.1% | -1.2% | +2.3% | +1.5% |
| 3M | -1.0% | +5.0% | -6.0% | -2.8% |
| 6M | +16.3% | -2.8% | +19.1% | +16.9% |
| YTD | +28.5% | +8.6% | +19.9% | +24.1% |
| 1Y | +30.3% | +18.9% | +11.3% | +20.7% |
| 3Y | +91.6% | +32.1% | +59.5% | +66.2% |
| 5Y | +224.0% | -5.1% | +229.0% | +221.8% |
| All | +571.9% | +85.8% | +486.1% | +492.1% |
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