+92.6%
GWW vs ACGL
+31.5%
+61.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | 0.0% |
| 7D | +6.0% | +0.9% | +5.1% | +5.8% |
| 30D | +14.0% | +13.7% | +0.3% | +10.5% |
| 3M | +12.5% | +8.0% | +4.5% | +10.4% |
| 6M | +23.6% | +13.3% | +10.4% | +19.8% |
| YTD | +43.6% | +11.8% | +31.8% | +39.4% |
| 1Y | +52.5% | +22.2% | +30.2% | +44.7% |
| 3Y | +92.6% | +32.5% | +60.1% | +85.3% |
| All | +92.6% | +31.5% | +61.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling