+88.4%
GWW vs TRU
-2.2%
+90.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -3.1% | -9.4% | +6.2% | -1.7% |
| 30D | -2.3% | -4.1% | +1.8% | -1.8% |
| 3M | -3.3% | +13.6% | -16.9% | -5.6% |
| 6M | +15.4% | +3.6% | +11.8% | +14.0% |
| YTD | +26.7% | -9.8% | +36.6% | +27.7% |
| 1Y | +29.0% | -13.6% | +42.6% | +30.7% |
| All | +88.4% | -2.2% | +90.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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