+566.5%
GWW vs RL
+297.6%
+268.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -1.4% | -17.5% | +16.1% | +3.7% |
| 3M | -3.6% | -14.0% | +10.3% | 0.0% |
| 6M | +15.1% | -2.0% | +17.1% | +14.5% |
| YTD | +27.5% | -4.6% | +32.1% | +27.4% |
| 1Y | +29.6% | +9.5% | +20.1% | +24.4% |
| 3Y | +90.1% | +200.5% | -110.4% | +33.4% |
| 5Y | +222.6% | +226.3% | -3.6% | +113.6% |
| 10Y | +566.5% | +304.8% | +261.7% | +288.5% |
| All | +566.5% | +297.6% | +268.9% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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