+2,366.1%
GWW vs ACM
+250.2%
+2,116.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.7% | +5.1% | -1.4% | +1.9% |
| 30D | +13.6% | +18.7% | -5.1% | +7.1% |
| 3M | +15.4% | +15.5% | -0.1% | +9.3% |
| 6M | +21.8% | +1.2% | +20.6% | +19.8% |
| YTD | +50.0% | -25.2% | +75.3% | +62.5% |
| 1Y | +60.2% | -46.3% | +106.5% | +94.2% |
| 3Y | +94.4% | -9.6% | +103.9% | +94.2% |
| 5Y | +221.8% | +4.4% | +217.4% | +203.3% |
| 10Y | +665.8% | +129.3% | +536.5% | +423.5% |
| All | +2,366.1% | +250.2% | +2,116.0% | +1,193.0% |
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