+9,181.6%
GWW vs IT
+6,296.6%
+2,885.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +12.1% | -1.8% | +14.0% | +12.1% |
| 3M | +12.9% | +4.8% | +8.1% | +11.0% |
| 6M | +19.3% | +33.0% | -13.7% | +10.0% |
| YTD | +48.7% | -23.8% | +72.6% | +51.1% |
| 1Y | +60.5% | -16.5% | +77.0% | +60.0% |
| 3Y | +93.3% | -53.6% | +146.9% | +113.6% |
| 5Y | +219.0% | -42.1% | +261.1% | +233.6% |
| 10Y | +659.0% | +90.1% | +568.9% | +518.0% |
| All | +9,181.6% | +6,296.6% | +2,885.0% | +4,488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling