+561.8%
GWW vs SPG
+64.5%
+497.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -1.9% | -6.1% | +4.2% | -0.3% |
| 3M | -2.4% | -3.6% | +1.3% | -1.5% |
| 6M | +15.7% | +10.4% | +5.3% | +12.5% |
| YTD | +27.6% | +14.4% | +13.2% | +22.9% |
| 1Y | +27.2% | +16.5% | +10.6% | +21.8% |
| 3Y | +89.7% | +106.8% | -17.1% | +55.2% |
| 5Y | +223.9% | +108.9% | +115.0% | +161.4% |
| All | +561.8% | +64.5% | +497.3% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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