+532.7%
GWW vs TRU
+225.6%
+307.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -3.1% | -9.4% | +6.2% | -0.5% |
| 30D | -2.3% | -4.1% | +1.8% | -1.3% |
| 3M | -3.3% | +13.6% | -16.9% | -7.5% |
| 6M | +15.4% | +3.6% | +11.8% | +12.8% |
| YTD | +26.7% | -9.8% | +36.6% | +27.9% |
| 1Y | +29.0% | -13.6% | +42.6% | +31.3% |
| 3Y | +89.0% | -2.0% | +90.9% | +76.5% |
| 5Y | +221.8% | -35.8% | +257.6% | +241.8% |
| 10Y | +562.7% | +142.9% | +419.8% | +390.6% |
| All | +532.7% | +225.6% | +307.1% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling