+218.9%
GWW vs ACM
+5.4%
+213.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +5.5% | +6.6% | -1.1% | +3.2% |
| 30D | +14.4% | +19.8% | -5.4% | +7.4% |
| 3M | +13.7% | -3.1% | +16.9% | +14.3% |
| 6M | +20.1% | -11.5% | +31.6% | +24.1% |
| YTD | +47.1% | -24.7% | +71.8% | +61.4% |
| 1Y | +56.2% | -45.1% | +101.3% | +96.6% |
| 3Y | +90.5% | -8.9% | +99.4% | +84.4% |
| All | +218.9% | +5.4% | +213.4% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling