+669.9%
GWW vs SFM
+140.2%
+529.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +3.6% | +6.0% | -2.5% | +2.7% |
| 30D | +12.1% | -19.5% | +31.6% | +14.9% |
| 3M | +12.9% | -37.0% | +49.9% | +20.0% |
| 6M | +19.3% | -41.0% | +60.3% | +27.5% |
| YTD | +48.7% | -34.6% | +83.4% | +55.4% |
| 1Y | +60.5% | -36.3% | +96.8% | +68.3% |
| 3Y | +93.3% | +24.5% | +68.7% | +72.5% |
| 5Y | +219.0% | +115.9% | +103.1% | +150.6% |
| All | +669.9% | +140.2% | +529.7% | +482.8% |
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