+57.1%
GWW vs FDS
+31.1%
+26.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.7% | +6.5% |
| 7D | +11.1% | +9.4% | +1.6% | +11.2% |
| 30D | +15.7% | +23.8% | -8.0% | +16.1% |
| 3M | +14.8% | +25.1% | -10.4% | +15.3% |
| 6M | +30.9% | +53.8% | -22.9% | +33.1% |
| YTD | +48.5% | +19.6% | +28.9% | +55.0% |
| 1Y | +57.1% | +31.6% | +25.5% | +60.1% |
| All | +57.1% | +31.1% | +26.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling