+57.1%
GWW vs RUN
-53.7%
+110.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.3% | +6.5% |
| 7D | +11.1% | +18.5% | -7.4% | +10.5% |
| 30D | +15.7% | +15.5% | +0.2% | +15.1% |
| 3M | +14.8% | -20.3% | +35.1% | +15.5% |
| 6M | +30.9% | -30.8% | +61.7% | +32.1% |
| YTD | +48.5% | -52.2% | +100.7% | +48.5% |
| 1Y | +57.1% | -53.9% | +111.0% | +57.2% |
| All | +57.1% | -53.7% | +110.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling