+669.9%
GWW vs RRC
+73.1%
+596.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +3.6% | +6.4% | -2.8% | +2.8% |
| 30D | +12.1% | +23.9% | -11.8% | +9.1% |
| 3M | +12.9% | +30.2% | -17.3% | +9.1% |
| 6M | +19.3% | +26.3% | -6.9% | +15.5% |
| YTD | +48.7% | +48.1% | +0.6% | +40.9% |
| 1Y | +60.5% | +37.7% | +22.8% | +53.3% |
| 3Y | +93.3% | +60.3% | +33.0% | +79.1% |
| 5Y | +219.0% | +135.3% | +83.7% | +175.0% |
| All | +669.9% | +73.1% | +596.8% | +472.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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