+561.8%
GWW vs Z
-2.5%
+564.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.2% |
| 7D | -3.4% | -6.0% | +2.7% | -2.6% |
| 30D | -1.9% | -2.3% | +0.4% | -1.8% |
| 3M | -2.4% | -0.6% | -1.8% | -2.8% |
| 6M | +15.7% | -27.6% | +43.3% | +19.6% |
| YTD | +27.6% | -52.4% | +80.0% | +38.5% |
| 1Y | +27.2% | -63.6% | +90.8% | +42.6% |
| 3Y | +89.7% | -36.4% | +126.1% | +93.5% |
| 5Y | +223.9% | -64.6% | +288.5% | +240.8% |
| All | +561.8% | -2.5% | +564.2% | +469.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling