+20.6%
GWW vs REPL
+482.0%
-461.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.8% | +1.7% |
| 7D | +5.5% | +12.7% | -7.2% | +5.5% |
| 30D | +14.4% | +73.5% | -59.1% | +14.1% |
| 3M | +13.7% | +70.3% | -56.6% | +13.4% |
| All | +20.6% | +482.0% | -461.4% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling