+58.4%
GWW vs REPL
+147.5%
-89.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +0.9% |
| 7D | 0.0% | +5.3% | -5.3% | 0.0% |
| 30D | +14.0% | +66.6% | -52.7% | +13.7% |
| 3M | +14.4% | +59.6% | -45.2% | +14.2% |
| 6M | +21.7% | +482.4% | -460.7% | +20.9% |
| YTD | +48.4% | +124.1% | -75.6% | +44.7% |
| 1Y | +58.4% | +138.6% | -80.2% | +55.0% |
| All | +58.4% | +147.5% | -89.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling