-4.4%
RMD vs GWW
+218.6%
-223.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +2.1% | +3.6% | -1.5% | +0.9% |
| 30D | +2.1% | +12.1% | -10.0% | -1.6% |
| 3M | +6.2% | +12.9% | -6.7% | +2.1% |
| 6M | +19.4% | +19.3% | +0.1% | +12.4% |
| YTD | +0.5% | +48.7% | -48.2% | -12.0% |
| 1Y | -3.9% | +60.5% | -64.5% | -18.0% |
| 3Y | +72.5% | +93.3% | -20.7% | +37.9% |
| All | -4.4% | +218.6% | -223.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling