+225.5%
GWW vs MKTX
-60.5%
+286.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -3.4% | -0.2% | -3.1% | -3.3% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | -2.4% | +40.8% | -43.2% | -6.1% |
| 6M | +15.7% | -8.0% | +23.7% | +17.0% |
| YTD | +27.6% | -8.7% | +36.3% | +29.1% |
| 1Y | +27.2% | -11.8% | +39.0% | +29.2% |
| 3Y | +89.7% | -24.0% | +113.7% | +92.7% |
| All | +225.5% | -60.5% | +286.0% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling