+689.4%
GWW vs USFR
+28.6%
+660.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +12.1% | +0.4% | +11.8% | +12.1% |
| 3M | +12.9% | +1.1% | +11.8% | +12.8% |
| 6M | +19.3% | +2.0% | +17.3% | +19.1% |
| YTD | +48.7% | +3.5% | +45.2% | +48.2% |
| 1Y | +60.5% | +4.1% | +56.4% | +59.9% |
| 3Y | +93.3% | +14.4% | +78.9% | +90.5% |
| 5Y | +219.0% | +21.4% | +197.5% | +212.4% |
| 10Y | +659.0% | +28.6% | +630.4% | +645.7% |
| All | +689.4% | +28.6% | +660.8% | +651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling