+557.4%
GWW vs SFM
+268.6%
+288.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -3.1% | -8.8% | +5.6% | -1.8% |
| 30D | -2.3% | -14.5% | +12.1% | -0.1% |
| 3M | -3.3% | -16.8% | +13.5% | -0.9% |
| 6M | +15.4% | -5.3% | +20.7% | +15.3% |
| YTD | +26.7% | -9.4% | +36.1% | +27.2% |
| 1Y | +29.0% | -46.2% | +75.1% | +40.2% |
| 3Y | +89.0% | +81.3% | +7.7% | +60.4% |
| 5Y | +221.8% | +211.9% | +9.9% | +140.9% |
| All | +557.4% | +268.6% | +288.8% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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