+561.8%
GWW vs HIG
+313.7%
+248.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | -1.5% | -1.9% | -2.8% |
| 30D | -1.9% | -0.4% | -1.6% | -1.8% |
| 3M | -2.4% | +6.7% | -9.1% | -5.2% |
| 6M | +15.7% | +2.0% | +13.8% | +14.3% |
| YTD | +27.6% | +0.3% | +27.3% | +26.8% |
| 1Y | +27.2% | +4.2% | +23.0% | +24.3% |
| 3Y | +89.7% | +102.2% | -12.6% | +41.7% |
| 5Y | +223.9% | +118.5% | +105.4% | +132.1% |
| All | +561.8% | +313.7% | +248.1% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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