+8,883.3%
GWW vs M
+442.1%
+8,441.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -1.0% |
| 7D | +5.3% | +2.5% | +2.7% | +4.6% |
| 30D | +12.4% | +10.1% | +2.4% | +10.1% |
| 3M | +13.7% | -0.9% | +14.7% | +13.5% |
| 6M | +18.0% | +30.2% | -12.1% | +10.8% |
| YTD | +44.6% | +16.3% | +28.3% | +38.1% |
| 1Y | +53.1% | +27.0% | +26.1% | +43.5% |
| 3Y | +90.2% | +154.5% | -64.3% | +46.7% |
| 5Y | +215.0% | -1.1% | +216.1% | +178.4% |
| 10Y | +658.9% | +0.5% | +658.4% | +460.6% |
| All | +8,883.3% | +442.1% | +8,441.2% | +4,039.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling