+176.6%
P vs GWW
+92.7%
+83.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.9% |
| 7D | -23.8% | +6.0% | -29.8% | -26.1% |
| 30D | -36.6% | +14.0% | -50.6% | -40.9% |
| 3M | +10.9% | +12.5% | -1.7% | +4.3% |
| 6M | +30.0% | +23.6% | +6.3% | +15.0% |
| YTD | +44.4% | +43.6% | +0.8% | +16.3% |
| 1Y | +3.9% | +52.5% | -48.5% | -19.6% |
| 3Y | +176.6% | +92.6% | +84.0% | +98.9% |
| All | +176.6% | +92.7% | +83.8% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling