+95.0%
GWW vs SPG
+136.2%
-41.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +3.7% | +3.1% | +0.6% | +2.6% |
| 30D | +13.6% | +16.4% | -2.8% | +7.6% |
| 3M | +15.4% | +7.1% | +8.3% | +12.5% |
| 6M | +21.8% | +16.1% | +5.7% | +15.2% |
| YTD | +50.0% | +30.4% | +19.6% | +36.0% |
| 1Y | +60.2% | +33.0% | +27.2% | +44.3% |
| All | +95.0% | +136.2% | -41.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling