+272.2%
CME vs GWW
+565.7%
-293.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -2.4% | -3.1% | +0.8% | -1.6% |
| 30D | +6.2% | -2.3% | +8.5% | +6.8% |
| 3M | +4.4% | -3.3% | +7.7% | +5.0% |
| 6M | -9.6% | +15.4% | -25.0% | -13.2% |
| YTD | +3.8% | +26.7% | -23.0% | -2.9% |
| 1Y | +9.5% | +29.0% | -19.4% | +1.9% |
| 3Y | +51.9% | +89.0% | -37.0% | +24.4% |
| 5Y | +78.7% | +221.8% | -143.1% | +21.4% |
| All | +272.2% | +565.7% | -293.5% | +102.0% |
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