+561.8%
GWW vs RNG
+222.9%
+338.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -3.4% | -6.1% | +2.7% | -2.8% |
| 30D | -1.9% | +9.6% | -11.5% | -2.8% |
| 3M | -2.4% | +83.3% | -85.7% | -8.5% |
| 6M | +15.7% | +77.9% | -62.2% | +8.0% |
| YTD | +27.6% | +139.9% | -112.3% | +14.0% |
| 1Y | +27.2% | +121.7% | -94.5% | +14.4% |
| 3Y | +89.7% | +121.9% | -32.2% | +66.8% |
| 5Y | +223.9% | -68.4% | +292.3% | +233.5% |
| All | +561.8% | +222.9% | +338.9% | +410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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