+659.0%
P vs GWW
+650.5%
+8.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | -9.6% | +5.3% | -14.9% | -11.8% |
| 30D | -33.4% | +12.4% | -45.9% | -37.2% |
| 3M | +14.2% | +13.7% | +0.5% | +7.4% |
| 6M | +31.6% | +18.0% | +13.6% | +20.8% |
| YTD | +53.5% | +44.6% | +8.9% | +27.1% |
| 1Y | +14.2% | +53.1% | -38.9% | -8.3% |
| 3Y | +190.5% | +90.2% | +100.3% | +110.2% |
| 5Y | +256.3% | +215.0% | +41.3% | +97.7% |
| All | +659.0% | +650.5% | +8.5% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling