+225.5%
GWW vs USFR
+20.6%
+204.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | +0.4% | -2.3% | -2.1% |
| 3M | -2.4% | +1.0% | -3.4% | -2.9% |
| 6M | +15.7% | +2.0% | +13.7% | +14.6% |
| YTD | +27.6% | +2.8% | +24.8% | +25.4% |
| 1Y | +27.2% | +4.1% | +23.1% | +23.2% |
| 3Y | +89.7% | +14.1% | +75.5% | +63.5% |
| All | +225.5% | +20.6% | +204.9% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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