+76.1%
CME vs GWW
+221.1%
-145.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.6% | -0.5% | -0.2% | -0.6% |
| 30D | +4.7% | -1.4% | +6.1% | +4.9% |
| 3M | +7.8% | -3.6% | +11.5% | +8.2% |
| 6M | -11.0% | +15.1% | -26.1% | -12.7% |
| YTD | +4.0% | +27.5% | -23.5% | +0.5% |
| 1Y | +9.1% | +29.6% | -20.5% | +5.1% |
| 3Y | +52.3% | +90.1% | -37.8% | +33.6% |
| 5Y | +76.1% | +222.6% | -146.5% | +27.4% |
| All | +76.1% | +221.1% | -145.0% | +27.4% |
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 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