+6,114.1%
GWW vs FDS
+10,480.1%
-4,366.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +3.6% | +1.5% | +2.1% | +3.1% |
| 30D | +12.1% | +14.8% | -2.7% | +8.0% |
| 3M | +12.9% | +16.3% | -3.4% | +7.9% |
| 6M | +19.3% | +66.2% | -46.9% | +2.3% |
| YTD | +48.7% | +16.2% | +32.5% | +38.3% |
| 1Y | +60.5% | +21.8% | +38.7% | +47.1% |
| 3Y | +93.3% | -23.9% | +117.1% | +99.8% |
| 5Y | +219.0% | -23.1% | +242.1% | +227.4% |
| 10Y | +659.0% | +128.7% | +530.3% | +482.1% |
| All | +6,114.1% | +10,480.1% | -4,366.0% | +2,458.1% |
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 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