+506.2%
GWW vs NTR
+98.7%
+407.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -3.1% | -2.5% | -0.7% | -2.6% |
| 30D | -2.3% | +17.0% | -19.4% | -6.3% |
| 3M | -3.3% | +22.2% | -25.5% | -8.6% |
| 6M | +15.4% | +5.2% | +10.2% | +12.5% |
| YTD | +26.7% | +29.7% | -2.9% | +16.3% |
| 1Y | +29.0% | +39.4% | -10.4% | +15.4% |
| 3Y | +89.0% | +38.2% | +50.8% | +66.5% |
| 5Y | +221.8% | +47.6% | +174.2% | +153.2% |
| All | +506.2% | +98.7% | +407.5% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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