+657.6%
GWW vs RL
+347.1%
+310.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | 0.0% | -4.4% | +4.4% | +1.1% |
| 30D | +14.0% | +5.6% | +8.4% | +12.2% |
| 3M | +14.4% | -0.6% | +15.0% | +14.3% |
| 6M | +21.7% | +15.5% | +6.2% | +16.2% |
| YTD | +48.4% | +12.3% | +36.1% | +41.9% |
| 1Y | +58.4% | +19.3% | +39.1% | +48.8% |
| 3Y | +92.3% | +255.5% | -163.3% | +29.3% |
| 5Y | +221.8% | +247.1% | -25.3% | +111.5% |
| 10Y | +657.6% | +346.0% | +311.5% | +325.0% |
| All | +657.6% | +347.1% | +310.4% | +325.0% |
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