+561.8%
GWW vs NTRS
+259.9%
+301.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -3.4% | +1.4% | -4.7% | -3.9% |
| 30D | -1.9% | -0.7% | -1.3% | -1.7% |
| 3M | -2.4% | +11.3% | -13.7% | -7.2% |
| 6M | +15.7% | +35.5% | -19.8% | +0.2% |
| YTD | +27.6% | +40.6% | -13.0% | +8.2% |
| 1Y | +27.2% | +49.2% | -22.0% | +4.8% |
| 3Y | +89.7% | +167.2% | -77.6% | +15.9% |
| 5Y | +223.9% | +94.9% | +129.0% | +122.4% |
| All | +561.8% | +259.9% | +301.8% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling