+557.4%
GWW vs M
-10.0%
+567.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.2% |
| 7D | -3.1% | -8.8% | +5.6% | -1.8% |
| 30D | -2.3% | -16.4% | +14.1% | +0.3% |
| 3M | -3.3% | -10.8% | +7.5% | -1.9% |
| 6M | +15.4% | +16.1% | -0.7% | +12.0% |
| YTD | +26.7% | -5.3% | +32.0% | +26.7% |
| 1Y | +29.0% | +24.9% | +4.1% | +23.1% |
| 3Y | +89.0% | +97.5% | -8.6% | +61.3% |
| 5Y | +221.8% | +20.4% | +201.4% | +182.7% |
| All | +557.4% | -10.0% | +567.3% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling