+66.4%
CME vs GWW
+93.2%
-26.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +3.9% | +3.6% | +0.4% | +3.9% |
| 30D | +11.3% | +12.1% | -0.8% | +11.0% |
| 3M | +19.6% | +12.9% | +6.7% | +19.2% |
| 6M | +8.1% | +19.3% | -11.2% | +7.7% |
| YTD | +20.4% | +48.7% | -28.3% | +19.5% |
| 1Y | +16.5% | +60.5% | -44.0% | +15.5% |
| 3Y | +66.4% | +93.3% | -26.8% | +58.4% |
| All | +66.4% | +93.2% | -26.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling