+3,994.3%
CMG vs GWW
+2,304.4%
+1,689.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | +12.1% | -1.4% | +13.5% | +12.7% |
| 3M | +20.6% | -3.6% | +24.2% | +22.3% |
| 6M | +2.1% | +15.1% | -13.0% | -4.3% |
| YTD | -2.6% | +27.5% | -30.1% | -12.9% |
| 1Y | -8.7% | +29.6% | -38.3% | -19.0% |
| 3Y | -7.4% | +90.1% | -97.4% | -31.6% |
| 5Y | -5.7% | +222.6% | -228.3% | -45.9% |
| 10Y | +322.3% | +566.5% | -244.2% | +52.0% |
| All | +3,994.3% | +2,304.4% | +1,689.9% | +445.1% |
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