+50.0%
CI vs GWW
+220.1%
-170.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.1% | +5.3% | -5.1% | -1.2% |
| 30D | +4.7% | +12.4% | -7.8% | +1.6% |
| 3M | +5.2% | +13.7% | -8.5% | +1.7% |
| 6M | +3.8% | +18.0% | -14.2% | -0.9% |
| YTD | +9.2% | +44.6% | -35.3% | -1.5% |
| 1Y | +14.3% | +53.1% | -38.8% | +1.5% |
| 3Y | +8.4% | +90.2% | -81.8% | -10.5% |
| 5Y | +50.0% | +215.0% | -165.0% | -0.6% |
| All | +50.0% | +220.1% | -170.0% | -0.6% |
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 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