+93.3%
GWW vs IRM
+112.1%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +3.6% | +6.8% | -3.2% | +2.3% |
| 30D | +12.1% | +2.6% | +9.5% | +11.5% |
| 3M | +12.9% | -9.5% | +22.4% | +14.6% |
| 6M | +19.3% | -8.5% | +27.8% | +20.6% |
| YTD | +48.7% | +40.3% | +8.4% | +36.4% |
| 1Y | +60.5% | +28.7% | +31.8% | +49.9% |
| 3Y | +93.3% | +111.8% | -18.6% | +44.7% |
| All | +93.3% | +112.1% | -18.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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