+561.8%
GWW vs SM
+23.0%
+538.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | +4.6% | -7.9% | -3.7% |
| 30D | -1.9% | +18.2% | -20.1% | -3.3% |
| 3M | -2.4% | +22.5% | -24.9% | -4.4% |
| 6M | +15.7% | +50.6% | -34.8% | +10.8% |
| YTD | +27.6% | +108.1% | -80.5% | +18.7% |
| 1Y | +27.2% | +46.0% | -18.8% | +21.6% |
| 3Y | +89.7% | +2.9% | +86.8% | +84.0% |
| 5Y | +223.9% | +112.6% | +111.3% | +191.0% |
| All | +561.8% | +23.0% | +538.8% | +415.8% |
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