+49.5%
RMD vs GWW
+89.5%
-39.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -4.7% | -0.5% | -4.3% | -4.6% |
| 30D | +0.2% | -1.4% | +1.7% | +0.6% |
| 3M | +12.0% | -3.6% | +15.6% | +12.9% |
| 6M | -12.5% | +15.1% | -27.7% | -16.8% |
| YTD | -7.9% | +27.5% | -35.4% | -15.1% |
| 1Y | -20.4% | +29.6% | -50.0% | -27.1% |
| All | +49.5% | +89.5% | -39.9% | +29.0% |
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 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