+89.7%
GWW vs FLR
+54.2%
+35.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.8% |
| 30D | -1.9% | +4.2% | -6.1% | -2.6% |
| 3M | -2.4% | +8.1% | -10.5% | -4.3% |
| 6M | +15.7% | +21.5% | -5.8% | +9.9% |
| YTD | +27.6% | +36.8% | -9.2% | +18.0% |
| 1Y | +27.2% | +31.2% | -4.0% | +17.8% |
| 3Y | +89.7% | +53.9% | +35.8% | +63.6% |
| All | +89.7% | +54.2% | +35.5% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling