+296.4%
SPGI vs GWW
+553.5%
-257.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.3% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +2.0% | -1.4% | +3.5% | +2.6% |
| 3M | +4.3% | -3.6% | +8.0% | +5.5% |
| 6M | -0.2% | +15.1% | -15.4% | -5.8% |
| YTD | -14.8% | +27.5% | -42.3% | -23.2% |
| 1Y | -18.5% | +29.6% | -48.2% | -27.1% |
| 3Y | +16.0% | +90.1% | -74.1% | -12.0% |
| 5Y | +2.2% | +222.6% | -220.4% | -37.4% |
| 10Y | +296.4% | +566.5% | -270.1% | +96.6% |
| All | +296.4% | +553.5% | -257.1% | +96.6% |
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