+566.5%
GWW vs ACM
+124.8%
+441.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.4% |
| 7D | -0.5% | -3.7% | +3.2% | +1.0% |
| 30D | -1.4% | -12.7% | +11.2% | +3.2% |
| 3M | -3.6% | -9.8% | +6.2% | -0.8% |
| 6M | +15.1% | -31.4% | +46.5% | +31.6% |
| YTD | +27.5% | -32.1% | +59.6% | +45.5% |
| 1Y | +29.6% | -47.8% | +77.4% | +63.9% |
| 3Y | +90.1% | -22.1% | +112.1% | +100.4% |
| 5Y | +222.6% | +1.8% | +220.8% | +199.8% |
| 10Y | +566.5% | +132.5% | +434.0% | +319.3% |
| All | +566.5% | +124.8% | +441.8% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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