+455.3%
PL vs GWW
+92.7%
+362.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +10.7% |
| 7D | -6.8% | +6.0% | -12.8% | -9.8% |
| 30D | -29.3% | +14.0% | -43.3% | -34.4% |
| 3M | -44.8% | +12.5% | -57.3% | -48.5% |
| 6M | -68.4% | +23.6% | -92.0% | -73.1% |
| YTD | -36.4% | +43.6% | -80.0% | -53.0% |
| 1Y | +0.7% | +52.5% | -51.8% | -28.8% |
| 3Y | +455.3% | +92.6% | +362.7% | +235.3% |
| All | +455.3% | +92.7% | +362.6% | +235.3% |
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