+7,492.0%
GWW vs SM
+1,608.3%
+5,883.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +3.3% | +26.3% | -23.0% | +0.7% |
| 3M | +2.9% | +8.7% | -5.8% | +1.6% |
| 6M | +15.8% | +51.7% | -35.9% | +9.8% |
| YTD | +32.0% | +99.0% | -67.0% | +21.6% |
| 1Y | +29.9% | +34.6% | -4.7% | +24.1% |
| 3Y | +91.1% | -7.8% | +98.8% | +86.3% |
| 5Y | +223.9% | +104.8% | +119.2% | +183.2% |
| 10Y | +567.0% | +7.2% | +559.8% | +394.6% |
| All | +7,492.0% | +1,608.3% | +5,883.7% | +3,884.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling