+648.4%
GWW vs FIVE
+562.8%
+85.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +5.5% | +7.3% | -1.8% | +4.1% |
| 30D | +14.4% | +18.1% | -3.7% | +10.7% |
| 3M | +13.7% | +7.7% | +6.0% | +11.8% |
| 6M | +20.1% | +13.6% | +6.5% | +16.0% |
| YTD | +47.1% | +34.6% | +12.5% | +36.7% |
| 1Y | +56.2% | +66.2% | -10.0% | +38.9% |
| 3Y | +90.5% | +43.5% | +47.0% | +66.3% |
| 5Y | +221.2% | +20.7% | +200.6% | +182.8% |
| 10Y | +648.4% | +541.5% | +106.9% | +339.6% |
| All | +648.4% | +562.8% | +85.6% | +339.6% |
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