+73.1%
CME vs GWW
+218.6%
-145.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +3.9% | +3.6% | +0.4% | +3.5% |
| 30D | +11.3% | +12.1% | -0.8% | +9.9% |
| 3M | +19.6% | +12.9% | +6.7% | +17.9% |
| 6M | +8.1% | +19.3% | -11.2% | +5.8% |
| YTD | +20.4% | +48.7% | -28.3% | +14.5% |
| 1Y | +16.5% | +60.5% | -44.0% | +9.6% |
| 3Y | +66.4% | +93.3% | -26.8% | +48.4% |
| All | +73.1% | +218.6% | -145.6% | +28.3% |
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