+669.9%
GWW vs SM
+18.0%
+651.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.6% | +9.4% | -5.8% | +2.8% |
| 30D | +12.1% | -14.4% | +26.5% | +13.2% |
| 3M | +12.9% | +1.6% | +11.4% | +12.2% |
| 6M | +19.3% | +6.3% | +13.0% | +17.7% |
| YTD | +48.7% | +78.8% | -30.1% | +39.5% |
| 1Y | +60.5% | +83.1% | -22.6% | +50.2% |
| 3Y | +93.3% | -5.9% | +99.2% | +88.4% |
| 5Y | +219.0% | +4.8% | +214.1% | +202.0% |
| All | +669.9% | +18.0% | +651.9% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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