+561.8%
GWW vs IT
+103.1%
+458.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -0.7% |
| 7D | -3.4% | -3.7% | +0.3% | -2.5% |
| 30D | -1.9% | +0.1% | -2.0% | -2.2% |
| 3M | -2.4% | +20.7% | -23.1% | -9.2% |
| 6M | +15.7% | +12.0% | +3.8% | +8.8% |
| YTD | +27.6% | -28.8% | +56.4% | +36.5% |
| 1Y | +27.2% | -25.5% | +52.7% | +33.1% |
| 3Y | +89.7% | -48.8% | +138.4% | +119.0% |
| 5Y | +223.9% | -42.7% | +266.7% | +251.1% |
| All | +561.8% | +103.1% | +458.7% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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