+225.5%
GWW vs TRU
-35.6%
+261.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -3.4% | -2.7% | -0.6% | -2.8% |
| 30D | -1.9% | -2.0% | +0.1% | -1.6% |
| 3M | -2.4% | +18.4% | -20.8% | -6.5% |
| 6M | +15.7% | +8.9% | +6.9% | +12.6% |
| YTD | +27.6% | -8.9% | +36.5% | +28.5% |
| 1Y | +27.2% | -15.9% | +43.1% | +30.2% |
| 3Y | +89.7% | -1.1% | +90.8% | +83.2% |
| All | +225.5% | -35.6% | +261.1% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling