+57.1%
GWW vs IRE
-97.6%
+154.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.2% | +29.8% | +6.5% |
| 7D | +11.1% | -46.8% | +57.9% | +11.0% |
| 30D | +15.7% | -75.5% | +91.2% | +15.7% |
| 3M | +14.8% | -79.4% | +94.2% | +14.7% |
| 6M | +30.9% | -91.3% | +122.2% | +31.0% |
| YTD | +48.5% | -90.8% | +139.3% | +48.6% |
| 1Y | +57.1% | -97.7% | +154.8% | +55.1% |
| All | +57.1% | -97.6% | +154.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling