+557.4%
GWW vs FDS
+66.9%
+490.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +1.4% |
| 7D | -3.1% | -16.0% | +12.8% | +2.7% |
| 30D | -2.3% | -6.7% | +4.4% | -0.3% |
| 3M | -3.3% | +6.0% | -9.3% | -6.7% |
| 6M | +15.4% | +25.1% | -9.7% | +2.5% |
| YTD | +26.7% | -8.1% | +34.9% | +26.8% |
| 1Y | +29.0% | -26.0% | +55.0% | +41.1% |
| 3Y | +89.0% | -36.4% | +125.4% | +119.0% |
| 5Y | +221.8% | -27.7% | +249.5% | +245.7% |
| All | +557.4% | +66.9% | +490.5% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling