+2,317.4%
GWW vs ACM
+252.7%
+2,064.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | +13.7% | -3.1% | +16.9% | +14.1% |
| 6M | +20.1% | -11.5% | +31.6% | +23.3% |
| YTD | +47.1% | -24.7% | +71.8% | +58.9% |
| 1Y | +56.2% | -45.1% | +101.3% | +87.8% |
| 3Y | +90.5% | -8.9% | +99.4% | +89.9% |
| 5Y | +221.2% | +5.4% | +215.8% | +201.8% |
| 10Y | +648.4% | +131.1% | +517.3% | +410.3% |
| All | +2,317.4% | +252.7% | +2,064.6% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling