+557.4%
GWW vs RVTY
+139.0%
+418.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.1% |
| 7D | -3.1% | -7.4% | +4.3% | -1.0% |
| 30D | -2.3% | +4.5% | -6.8% | -3.7% |
| 3M | -3.3% | +19.5% | -22.8% | -8.5% |
| 6M | +15.4% | +34.1% | -18.7% | +5.0% |
| YTD | +26.7% | +25.3% | +1.5% | +17.1% |
| 1Y | +29.0% | +47.0% | -18.0% | +13.2% |
| 3Y | +89.0% | +14.1% | +74.8% | +72.7% |
| 5Y | +221.8% | -34.6% | +256.3% | +247.7% |
| All | +557.4% | +139.0% | +418.4% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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