+496.6%
GWW vs ESI
+226.4%
+270.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | -1.5% | +5.4% | -6.9% | -2.7% |
| 30D | +1.1% | -4.2% | +5.3% | +2.0% |
| 3M | -1.0% | -9.6% | +8.6% | +0.5% |
| 6M | +16.3% | +18.3% | -2.0% | +9.6% |
| YTD | +28.5% | +45.8% | -17.3% | +14.5% |
| 1Y | +30.3% | +39.2% | -8.9% | +17.0% |
| 3Y | +91.6% | +86.3% | +5.3% | +57.5% |
| 5Y | +224.0% | +76.2% | +147.8% | +166.2% |
| 10Y | +551.3% | +306.8% | +244.6% | +334.6% |
| All | +496.6% | +226.4% | +270.1% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling