+222.6%
GWW vs SPG
+104.0%
+118.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -1.4% | -6.3% | +4.8% | +1.0% |
| 3M | -3.6% | -2.4% | -1.2% | -2.9% |
| 6M | +15.1% | +9.6% | +5.5% | +10.7% |
| YTD | +27.5% | +14.2% | +13.3% | +20.6% |
| 1Y | +29.6% | +19.3% | +10.3% | +20.5% |
| 3Y | +90.1% | +106.7% | -16.6% | +39.9% |
| 5Y | +222.6% | +104.2% | +118.4% | +128.7% |
| All | +222.6% | +104.0% | +118.6% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling