+15,931.9%
GWW vs ES
+1,249.3%
+14,682.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +14.0% | +6.7% | +7.2% | +11.8% |
| 3M | +14.4% | +0.3% | +14.0% | +14.1% |
| 6M | +21.7% | +7.4% | +14.3% | +18.8% |
| YTD | +48.4% | +8.4% | +40.0% | +44.2% |
| 1Y | +58.4% | +0.6% | +57.8% | +56.5% |
| 3Y | +92.3% | +50.6% | +41.7% | +65.7% |
| 5Y | +221.8% | +4.8% | +217.0% | +207.5% |
| 10Y | +657.6% | +93.1% | +564.5% | +504.9% |
| All | +15,931.9% | +1,249.3% | +14,682.5% | +8,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling