+60.5%
GWW vs M
+24.3%
+36.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +3.6% | +7.0% | -3.5% | +2.5% |
| 30D | +12.1% | +8.9% | +3.2% | +10.9% |
| 3M | +12.9% | +4.5% | +8.4% | +12.1% |
| 6M | +19.3% | +36.2% | -16.9% | +13.6% |
| YTD | +48.7% | +15.1% | +33.6% | +45.9% |
| 1Y | +60.5% | +27.4% | +33.1% | +52.3% |
| All | +60.5% | +24.3% | +36.2% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling