+561.2%
GWW vs M
-5.5%
+566.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | -0.5% | -4.1% | +3.6% | +0.2% |
| 30D | -1.4% | -13.6% | +12.2% | +0.8% |
| 3M | -3.6% | -2.3% | -1.4% | -3.6% |
| 6M | +15.1% | +21.9% | -6.8% | +10.9% |
| YTD | +27.5% | -0.6% | +28.1% | +26.5% |
| 1Y | +29.6% | +29.7% | -0.1% | +23.0% |
| 3Y | +90.1% | +107.3% | -17.2% | +61.1% |
| 5Y | +222.6% | +20.5% | +202.1% | +183.6% |
| All | +561.2% | -5.5% | +566.7% | +401.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling