+5,416.8%
GWW vs FDS
+9,502.8%
-4,086.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.8% |
| 7D | +1.4% | -1.9% | +3.3% | +1.9% |
| 30D | +3.3% | +9.0% | -5.7% | +0.8% |
| 3M | +2.9% | +18.9% | -15.9% | -2.7% |
| 6M | +15.8% | +35.1% | -19.3% | +4.7% |
| YTD | +32.0% | +5.5% | +26.5% | +26.5% |
| 1Y | +29.9% | -16.8% | +46.7% | +32.0% |
| 3Y | +91.1% | -28.1% | +119.1% | +101.2% |
| 5Y | +223.9% | -17.4% | +241.4% | +227.3% |
| 10Y | +567.0% | +85.4% | +481.6% | +441.0% |
| All | +5,416.8% | +9,502.8% | -4,086.0% | +2,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling