+676.8%
GWW vs Z
-19.3%
+696.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +3.7% | -4.9% | +8.6% | +4.3% |
| 30D | +13.6% | +3.0% | +10.6% | +12.9% |
| 3M | +15.4% | -13.4% | +28.8% | +16.8% |
| 6M | +21.8% | -27.3% | +49.1% | +25.6% |
| YTD | +50.0% | -57.8% | +107.8% | +64.8% |
| 1Y | +60.2% | -60.0% | +120.2% | +77.0% |
| 3Y | +94.4% | -21.5% | +115.9% | +92.4% |
| 5Y | +221.8% | -55.0% | +276.8% | +229.8% |
| All | +676.8% | -19.3% | +696.0% | +584.3% |
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