+219.7%
CFG vs GWW
+663.6%
-443.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.4% |
| 7D | +0.7% | +5.5% | -4.8% | -2.5% |
| 30D | +2.8% | +14.4% | -11.6% | -5.0% |
| 3M | -10.1% | +13.7% | -23.8% | -16.7% |
| 6M | +3.2% | +20.1% | -16.9% | -7.9% |
| YTD | +14.2% | +47.1% | -32.9% | -10.1% |
| 1Y | +27.4% | +56.2% | -28.8% | -3.3% |
| 3Y | +187.6% | +90.5% | +97.1% | +92.9% |
| 5Y | +65.7% | +221.2% | -155.5% | -20.0% |
| 10Y | +219.7% | +648.4% | -428.7% | +10.0% |
| All | +219.7% | +663.6% | -443.9% | +10.0% |
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 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