+6,781.2%
CME vs GWW
+3,694.9%
+3,086.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +6.2% | +3.3% | +3.0% | +4.8% |
| 3M | +10.4% | +2.9% | +7.5% | +8.6% |
| 6M | -9.5% | +15.8% | -25.3% | -16.0% |
| YTD | +6.0% | +32.0% | -26.0% | -7.5% |
| 1Y | +9.3% | +29.9% | -20.6% | -4.4% |
| 3Y | +57.7% | +91.1% | -33.4% | +11.3% |
| 5Y | +77.7% | +223.9% | -146.2% | -6.9% |
| 10Y | +281.2% | +567.0% | -285.8% | +20.9% |
| All | +6,781.2% | +3,694.9% | +3,086.3% | +640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling