+384.3%
GWW vs ACI
+25.9%
+358.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +3.3% | +5.9% | -2.6% | +2.6% |
| 3M | +2.9% | -19.8% | +22.7% | +5.0% |
| 6M | +15.8% | -24.7% | +40.5% | +18.9% |
| YTD | +32.0% | -24.4% | +56.4% | +35.4% |
| 1Y | +29.9% | -31.5% | +61.4% | +34.6% |
| 3Y | +91.1% | -38.7% | +129.8% | +99.8% |
| 5Y | +223.9% | -42.8% | +266.7% | +236.9% |
| All | +384.3% | +25.9% | +358.4% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling