+657.6%
GWW vs RBA
+209.3%
+448.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +14.0% | +9.0% | +5.0% | +11.0% |
| 3M | +14.4% | +7.2% | +7.2% | +11.7% |
| 6M | +21.7% | -7.8% | +29.4% | +23.5% |
| YTD | +48.4% | -6.4% | +54.8% | +49.5% |
| 1Y | +58.4% | -4.2% | +62.6% | +58.4% |
| 3Y | +92.3% | +64.1% | +28.2% | +60.9% |
| 5Y | +221.8% | +48.4% | +173.4% | +170.6% |
| 10Y | +657.6% | +209.9% | +447.6% | +355.4% |
| All | +657.6% | +209.3% | +448.2% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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