+230.2%
GWW vs ACM
+5.0%
+225.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.4% | -3.7% | +5.1% | +2.7% |
| 30D | +3.3% | -11.1% | +14.4% | +7.1% |
| 3M | +2.9% | -8.0% | +10.9% | +5.0% |
| 6M | +15.8% | -29.7% | +45.4% | +30.6% |
| YTD | +32.0% | -29.4% | +61.4% | +47.9% |
| 1Y | +29.9% | -46.4% | +76.3% | +62.6% |
| 3Y | +91.1% | -22.3% | +113.4% | +99.0% |
| All | +230.2% | +5.0% | +225.3% | +203.5% |
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