+225.5%
GWW vs GFI
+524.1%
-298.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | -3.4% | -4.9% | +1.5% | -3.3% |
| 30D | -1.9% | +10.7% | -12.6% | -2.1% |
| 3M | -2.4% | +25.6% | -28.0% | -2.8% |
| 6M | +15.7% | -8.3% | +24.0% | +15.7% |
| YTD | +27.6% | +6.3% | +21.3% | +27.6% |
| 1Y | +27.2% | +22.1% | +5.1% | +27.3% |
| 3Y | +89.7% | +289.2% | -199.5% | +87.4% |
| All | +225.5% | +524.1% | -298.6% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling