+91.6%
GWW vs RL
+211.8%
-120.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.4% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +1.1% | -12.2% | +13.3% | +3.6% |
| 3M | -1.0% | -6.6% | +5.7% | +0.1% |
| 6M | +16.3% | +3.2% | +13.2% | +14.8% |
| YTD | +28.5% | -1.3% | +29.8% | +27.6% |
| 1Y | +30.3% | +13.6% | +16.7% | +25.5% |
| 3Y | +91.6% | +210.9% | -119.3% | +53.2% |
| All | +91.6% | +211.8% | -120.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling