+20.2%
MRSH vs GWW
+222.0%
-201.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.8% | -3.4% | -1.4% | -3.8% |
| 30D | -6.3% | -1.9% | -4.4% | -5.8% |
| 3M | +5.8% | -2.4% | +8.2% | +6.2% |
| 6M | +2.8% | +15.7% | -12.9% | -2.5% |
| YTD | -3.1% | +27.6% | -30.7% | -11.4% |
| 1Y | -11.3% | +27.2% | -38.5% | -18.9% |
| 3Y | -5.0% | +89.7% | -94.6% | -26.9% |
| All | +20.2% | +222.0% | -201.8% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling