+221.8%
GWW vs ACI
-41.8%
+263.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | 0.0% | -5.3% | +5.3% | +0.7% |
| 30D | +14.0% | +5.0% | +8.9% | +13.2% |
| 3M | +14.4% | +7.5% | +6.9% | +13.2% |
| 6M | +21.7% | -16.0% | +37.7% | +24.0% |
| YTD | +48.4% | -20.6% | +69.1% | +52.2% |
| 1Y | +58.4% | -23.5% | +81.9% | +63.4% |
| 3Y | +92.3% | -32.1% | +124.4% | +100.6% |
| 5Y | +221.8% | -42.5% | +264.3% | +238.8% |
| All | +221.8% | -41.8% | +263.6% | +238.8% |
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