+561.8%
GWW vs FLR
+19.7%
+542.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.9% |
| 30D | -1.9% | +4.2% | -6.1% | -2.5% |
| 3M | -2.4% | +8.1% | -10.5% | -4.0% |
| 6M | +15.7% | +21.5% | -5.8% | +11.2% |
| YTD | +27.6% | +36.8% | -9.2% | +20.3% |
| 1Y | +27.2% | +31.2% | -4.0% | +20.2% |
| 3Y | +89.7% | +53.9% | +35.8% | +71.9% |
| 5Y | +223.9% | +243.0% | -19.1% | +158.8% |
| All | +561.8% | +19.7% | +542.0% | +478.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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