+8,104.7%
GWW vs M
+396.5%
+7,708.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | +1.4% | +4.7% | -3.3% | +0.4% |
| 30D | +3.3% | -9.6% | +12.9% | +5.3% |
| 3M | +2.9% | +0.9% | +2.1% | +2.3% |
| 6M | +15.8% | +22.3% | -6.5% | +10.2% |
| YTD | +32.0% | +6.5% | +25.5% | +28.8% |
| 1Y | +29.9% | +38.8% | -8.9% | +19.6% |
| 3Y | +91.1% | +115.9% | -24.8% | +52.4% |
| 5Y | +223.9% | +28.6% | +195.3% | +168.7% |
| 10Y | +567.0% | -2.5% | +569.6% | +395.7% |
| All | +8,104.7% | +396.5% | +7,708.2% | +3,760.4% |
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