+208.5%
CFG vs GWW
+658.3%
-449.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +3.2% | +3.6% | -0.4% | +1.1% |
| 30D | +5.1% | +12.1% | -7.0% | -1.7% |
| 3M | -11.2% | +12.9% | -24.1% | -17.5% |
| 6M | +9.6% | +19.3% | -9.8% | -1.8% |
| YTD | +15.0% | +48.7% | -33.8% | -10.1% |
| 1Y | +29.9% | +60.5% | -30.6% | -3.0% |
| 3Y | +192.1% | +93.3% | +98.8% | +94.2% |
| 5Y | +62.3% | +219.0% | -156.7% | -21.5% |
| All | +208.5% | +658.3% | -449.8% | +3.3% |
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