+222.6%
GWW vs RVTY
-34.2%
+256.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -0.5% | -5.4% | +4.9% | +0.7% |
| 30D | -1.4% | +6.7% | -8.2% | -2.9% |
| 3M | -3.6% | +19.0% | -22.7% | -7.5% |
| 6M | +15.1% | +34.6% | -19.5% | +7.1% |
| YTD | +27.5% | +28.3% | -0.8% | +19.4% |
| 1Y | +29.6% | +46.0% | -16.4% | +17.7% |
| 3Y | +90.1% | +16.9% | +73.2% | +77.7% |
| 5Y | +222.6% | -32.9% | +255.5% | +233.5% |
| All | +222.6% | -34.2% | +256.8% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling