+582.2%
GWW vs USFR
+27.6%
+554.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | -1.0% | +1.0% | -2.0% | -1.1% |
| 6M | +16.3% | +1.9% | +14.4% | +16.1% |
| YTD | +28.5% | +2.7% | +25.9% | +28.2% |
| 1Y | +30.3% | +4.0% | +26.2% | +29.7% |
| 3Y | +91.6% | +14.0% | +77.6% | +88.9% |
| 5Y | +224.0% | +20.4% | +203.6% | +217.6% |
| 10Y | +551.3% | +28.1% | +523.3% | +540.2% |
| All | +582.2% | +27.6% | +554.6% | +550.1% |
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