+551.3%
GWW vs ACGL
+263.8%
+287.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | +1.1% | -2.8% | +3.9% | +2.3% |
| 3M | -1.0% | +6.8% | -7.8% | -3.9% |
| 6M | +16.3% | -1.5% | +17.9% | +16.5% |
| YTD | +28.5% | -0.2% | +28.7% | +27.7% |
| 1Y | +30.3% | +5.3% | +25.0% | +26.3% |
| 3Y | +91.6% | +30.3% | +61.3% | +64.9% |
| 5Y | +224.0% | +151.8% | +72.1% | +100.6% |
| 10Y | +551.3% | +266.9% | +284.5% | +219.8% |
| All | +551.3% | +263.8% | +287.5% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling