+585.0%
CAG vs GWW
+13,989.5%
-13,404.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | +2.3% | -1.4% | +3.7% | +2.6% |
| 3M | +16.3% | -3.6% | +20.0% | +16.9% |
| 6M | -16.0% | +15.1% | -31.2% | -18.6% |
| YTD | -7.7% | +27.5% | -35.2% | -12.5% |
| 1Y | -16.0% | +29.6% | -45.6% | -20.7% |
| 3Y | -37.7% | +90.1% | -127.8% | -46.1% |
| 5Y | -41.2% | +222.6% | -263.8% | -54.9% |
| 10Y | -33.8% | +566.5% | -600.3% | -58.0% |
| All | +585.0% | +13,989.5% | -13,404.4% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling