+222.6%
GWW vs SFM
+217.9%
+4.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | -0.5% | -7.2% | +6.7% | +0.5% |
| 30D | -1.4% | -14.3% | +12.9% | +0.5% |
| 3M | -3.6% | -13.7% | +10.1% | -2.1% |
| 6M | +15.1% | -6.0% | +21.1% | +15.1% |
| YTD | +27.5% | -8.2% | +35.7% | +27.7% |
| 1Y | +29.6% | -46.2% | +75.9% | +40.5% |
| 3Y | +90.1% | +83.6% | +6.5% | +59.7% |
| 5Y | +222.6% | +212.7% | +9.9% | +146.1% |
| All | +222.6% | +217.9% | +4.7% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling