+5,882.2%
GWW vs RL
+1,536.1%
+4,346.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +3.7% | +2.4% | +1.3% | +3.0% |
| 30D | +13.6% | +4.6% | +9.0% | +12.2% |
| 3M | +15.4% | -1.1% | +16.5% | +15.4% |
| 6M | +21.8% | +16.5% | +5.3% | +16.1% |
| YTD | +50.0% | +11.4% | +38.6% | +44.0% |
| 1Y | +60.2% | +16.1% | +44.1% | +52.0% |
| 3Y | +94.4% | +252.6% | -158.3% | +34.2% |
| 5Y | +221.8% | +244.9% | -23.1% | +117.6% |
| 10Y | +665.8% | +342.4% | +323.4% | +351.3% |
| All | +5,882.2% | +1,536.1% | +4,346.1% | +2,131.7% |
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