+3,168.2%
MAR vs GWW
+4,495.5%
-1,327.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +1.6% | +3.6% | -1.9% | -0.1% |
| 30D | +13.8% | +12.1% | +1.7% | +7.6% |
| 3M | +20.3% | +12.9% | +7.4% | +13.2% |
| 6M | +21.3% | +19.3% | +2.0% | +10.8% |
| YTD | +37.2% | +48.7% | -11.5% | +12.0% |
| 1Y | +48.4% | +60.5% | -12.1% | +16.7% |
| 3Y | +120.1% | +93.3% | +26.9% | +57.1% |
| 5Y | +182.1% | +219.0% | -36.9% | +54.5% |
| 10Y | +530.2% | +659.0% | -128.8% | +107.1% |
| All | +3,168.2% | +4,495.5% | -1,327.4% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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