+5,164.0%
GWW vs RL
+1,366.2%
+3,797.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +3.3% | -7.8% | +11.0% | +5.3% |
| 3M | +2.9% | -4.0% | +6.9% | +3.7% |
| 6M | +15.8% | -1.9% | +17.7% | +15.3% |
| YTD | +32.0% | -0.2% | +32.2% | +30.5% |
| 1Y | +29.9% | +10.7% | +19.2% | +24.7% |
| 3Y | +91.1% | +210.8% | -119.7% | +36.4% |
| 5Y | +223.9% | +238.2% | -14.3% | +119.5% |
| 10Y | +567.0% | +313.4% | +253.7% | +300.6% |
| All | +5,164.0% | +1,366.2% | +3,797.8% | +1,923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling