+387.1%
GWW vs REPL
+36.1%
+351.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.1% |
| 7D | 0.0% | +5.3% | -5.3% | -0.2% |
| 30D | +14.0% | +66.6% | -52.7% | +12.2% |
| 3M | +14.4% | +59.6% | -45.2% | +12.6% |
| 6M | +21.7% | +482.4% | -460.7% | +12.3% |
| YTD | +48.4% | +124.1% | -75.6% | +38.5% |
| 1Y | +58.4% | +138.6% | -80.2% | +47.4% |
| 3Y | +92.3% | +96.0% | -3.8% | +59.2% |
| 5Y | +221.8% | -35.4% | +257.2% | +188.3% |
| All | +387.1% | +36.1% | +351.0% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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