+225.5%
GWW vs ET
+241.8%
-16.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -1.9% | +2.9% | -4.8% | -2.7% |
| 3M | -2.4% | +16.8% | -19.2% | -6.5% |
| 6M | +15.7% | +18.9% | -3.1% | +10.1% |
| YTD | +27.6% | +37.7% | -10.1% | +16.4% |
| 1Y | +27.2% | +32.4% | -5.3% | +17.2% |
| 3Y | +89.7% | +99.5% | -9.8% | +54.9% |
| All | +225.5% | +241.8% | -16.3% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling