+7,512.7%
GWW vs SPG
+5,256.9%
+2,255.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +3.3% | -6.8% | +10.1% | +5.4% |
| 3M | +2.9% | +2.7% | +0.2% | +2.0% |
| 6M | +15.8% | +5.5% | +10.3% | +13.8% |
| YTD | +32.0% | +15.7% | +16.3% | +26.3% |
| 1Y | +29.9% | +20.9% | +9.0% | +22.6% |
| 3Y | +91.1% | +112.4% | -21.3% | +51.9% |
| 5Y | +223.9% | +101.4% | +122.6% | +158.1% |
| 10Y | +567.0% | +60.6% | +506.4% | +412.4% |
| All | +7,512.7% | +5,256.9% | +2,255.8% | +2,250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling