+561.8%
GWW vs RSG
+428.9%
+132.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -1.9% | +4.0% | -5.9% | -4.3% |
| 3M | -2.4% | +7.4% | -9.8% | -7.0% |
| 6M | +15.7% | +0.1% | +15.6% | +14.7% |
| YTD | +27.6% | +6.0% | +21.6% | +21.8% |
| 1Y | +27.2% | -3.0% | +30.2% | +28.3% |
| 3Y | +89.7% | +56.5% | +33.2% | +35.3% |
| 5Y | +223.9% | +90.9% | +133.0% | +97.8% |
| All | +561.8% | +428.9% | +132.8% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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