+222.6%
GWW vs ACI
-43.7%
+266.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -0.5% | -5.0% | +4.6% | +0.2% |
| 30D | -1.4% | -2.3% | +0.9% | -1.2% |
| 3M | -3.6% | -23.2% | +19.5% | -0.7% |
| 6M | +15.1% | -29.5% | +44.6% | +20.0% |
| YTD | +27.5% | -28.6% | +56.1% | +32.4% |
| 1Y | +29.6% | -34.0% | +63.6% | +36.0% |
| 3Y | +90.1% | -45.0% | +135.0% | +104.5% |
| 5Y | +222.6% | -44.0% | +266.6% | +236.9% |
| All | +222.6% | -43.7% | +266.3% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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