+19.6%
CME vs GWW
+55.5%
-35.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.2% | +1.2% |
| 7D | +4.8% | +11.1% | -6.2% | +4.6% |
| 30D | +14.2% | +15.7% | -1.6% | +13.9% |
| 3M | +17.9% | +14.8% | +3.2% | +17.7% |
| 6M | +7.2% | +30.9% | -23.7% | +7.7% |
| YTD | +16.7% | +48.5% | -31.7% | +17.3% |
| 1Y | +19.6% | +57.1% | -37.5% | +22.4% |
| All | +19.6% | +55.5% | -35.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling