-22.3%
RMD vs GWW
+219.8%
-242.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -4.2% | -3.1% | -1.0% | -3.3% |
| 30D | -2.1% | -2.3% | +0.3% | -1.4% |
| 3M | +13.8% | -3.3% | +17.1% | +14.6% |
| 6M | -10.6% | +15.4% | -26.0% | -14.9% |
| YTD | -8.1% | +26.7% | -34.8% | -15.0% |
| 1Y | -18.0% | +29.0% | -46.9% | -24.6% |
| 3Y | +52.9% | +89.0% | -36.1% | +24.9% |
| 5Y | -22.3% | +221.8% | -244.0% | -42.9% |
| All | -22.3% | +219.8% | -242.0% | -42.9% |
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 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