+91.0%
GWW vs ESI
+83.5%
+7.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | -1.5% | +5.4% | -6.9% | -2.6% |
| 30D | +1.1% | -4.2% | +5.3% | +1.9% |
| 3M | -1.0% | -9.6% | +8.6% | +0.3% |
| 6M | +16.3% | +18.3% | -2.0% | +8.6% |
| YTD | +28.5% | +45.8% | -17.3% | +12.5% |
| 1Y | +30.3% | +39.2% | -8.9% | +15.2% |
| All | +91.0% | +83.5% | +7.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling