+551.3%
GWW vs FIVE
+475.1%
+76.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -1.5% | +3.7% | -5.2% | -2.3% |
| 30D | +1.1% | +4.0% | -2.9% | +0.2% |
| 3M | -1.0% | +36.2% | -37.2% | -7.3% |
| 6M | +16.3% | +18.0% | -1.7% | +11.2% |
| YTD | +28.5% | +34.9% | -6.4% | +19.5% |
| 1Y | +30.3% | +67.9% | -37.6% | +15.3% |
| 3Y | +91.6% | +57.3% | +34.3% | +63.1% |
| 5Y | +224.0% | +39.5% | +184.4% | +173.9% |
| 10Y | +551.3% | +496.4% | +54.9% | +271.1% |
| All | +551.3% | +475.1% | +76.2% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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