+3,833.1%
GWW vs RSG
+2,013.0%
+1,820.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | 0.0% | -0.4% | -0.5% |
| 30D | -1.4% | +3.7% | -5.1% | -2.5% |
| 3M | -3.6% | +6.2% | -9.8% | -5.5% |
| 6M | +15.1% | -2.8% | +17.9% | +15.7% |
| YTD | +27.5% | +5.9% | +21.6% | +24.9% |
| 1Y | +29.6% | -1.8% | +31.4% | +29.7% |
| 3Y | +90.1% | +57.5% | +32.6% | +64.5% |
| 5Y | +222.6% | +91.1% | +131.5% | +163.7% |
| 10Y | +566.5% | +428.1% | +138.4% | +319.8% |
| All | +3,833.1% | +2,013.0% | +1,820.1% | +1,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling