+2,937.8%
GWW vs MKTX
+1,443.5%
+1,494.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.3% | +0.8% | -3.2% | -2.5% |
| 3M | -3.3% | +41.1% | -44.5% | -9.8% |
| 6M | +15.4% | -9.5% | +24.9% | +16.2% |
| YTD | +26.7% | -8.7% | +35.4% | +27.3% |
| 1Y | +29.0% | -10.0% | +38.9% | +29.6% |
| 3Y | +89.0% | -24.6% | +113.6% | +92.0% |
| 5Y | +221.8% | -60.3% | +282.1% | +260.4% |
| 10Y | +562.7% | +5.0% | +557.7% | +495.4% |
| All | +2,937.8% | +1,443.5% | +1,494.3% | +1,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling