+669.9%
GWW vs FIVE
+504.2%
+165.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +3.6% | +2.7% | +0.9% | +3.0% |
| 30D | +12.1% | +12.7% | -0.5% | +9.5% |
| 3M | +12.9% | +2.1% | +10.8% | +12.2% |
| 6M | +19.3% | +17.5% | +1.8% | +14.6% |
| YTD | +48.7% | +31.0% | +17.8% | +38.9% |
| 1Y | +60.5% | +67.7% | -7.2% | +42.5% |
| 3Y | +93.3% | +43.4% | +49.9% | +68.4% |
| 5Y | +219.0% | +18.1% | +200.9% | +181.9% |
| All | +669.9% | +504.2% | +165.7% | +353.1% |
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