+734.5%
GWW vs AMCR
+97.2%
+637.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | -0.5% | -6.3% | +5.8% | +1.4% |
| 30D | -1.4% | -7.1% | +5.7% | +0.6% |
| 3M | -3.6% | +12.7% | -16.3% | -7.3% |
| 6M | +15.1% | +5.2% | +10.0% | +12.6% |
| YTD | +27.5% | +8.1% | +19.4% | +23.3% |
| 1Y | +29.6% | +11.7% | +17.9% | +24.0% |
| 3Y | +90.1% | +9.9% | +80.2% | +80.5% |
| 5Y | +222.6% | -8.7% | +231.3% | +222.4% |
| 10Y | +566.5% | +16.8% | +549.7% | +495.9% |
| All | +734.5% | +97.2% | +637.3% | +635.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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