+333.3%
GWW vs REPL
-6.0%
+339.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | +3.3% | +27.1% | -23.9% | +2.5% |
| 3M | +2.9% | +52.4% | -49.5% | +0.3% |
| 6M | +15.8% | +107.4% | -91.7% | +8.3% |
| YTD | +32.0% | +54.7% | -22.7% | +24.7% |
| 1Y | +29.9% | +158.9% | -129.0% | +17.7% |
| 3Y | +91.1% | -23.7% | +114.8% | +69.0% |
| 5Y | +223.9% | -54.3% | +278.3% | +192.6% |
| All | +333.3% | -6.0% | +339.3% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling