+576.7%
GWW vs RUN
-29.4%
+606.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -2.9% |
| 7D | -1.5% | +10.2% | -11.7% | -2.3% |
| 30D | +1.1% | -9.6% | +10.7% | +1.7% |
| 3M | -1.0% | -31.5% | +30.5% | +1.3% |
| 6M | +16.3% | -18.7% | +35.0% | +17.1% |
| YTD | +28.5% | -49.9% | +78.4% | +32.6% |
| 1Y | +30.3% | -45.5% | +75.8% | +32.8% |
| 3Y | +91.6% | -34.1% | +125.7% | +74.7% |
| 5Y | +224.0% | -79.4% | +303.4% | +214.2% |
| 10Y | +551.3% | +48.9% | +502.4% | +380.1% |
| All | +576.7% | -29.4% | +606.1% | +408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling