+376.3%
PSX vs GWW
+565.7%
-189.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.5% | -3.1% | +4.7% | +2.8% |
| 30D | +15.8% | -2.3% | +18.2% | +16.8% |
| 3M | +43.0% | -3.3% | +46.3% | +44.4% |
| 6M | +61.1% | +15.4% | +45.7% | +50.4% |
| YTD | +104.5% | +26.7% | +77.8% | +83.5% |
| 1Y | +102.5% | +29.0% | +73.6% | +79.9% |
| 3Y | +133.5% | +89.0% | +44.5% | +76.2% |
| 5Y | +367.0% | +221.8% | +145.2% | +174.0% |
| All | +376.3% | +565.7% | -189.4% | +127.5% |
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