+27.2%
GWW vs AME
+29.6%
-2.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.7% |
| 7D | -3.4% | +1.7% | -5.1% | -4.1% |
| 30D | -1.9% | -6.4% | +4.5% | +0.9% |
| 3M | -2.4% | +7.1% | -9.5% | -6.0% |
| 6M | +15.7% | +8.2% | +7.6% | +10.0% |
| YTD | +27.6% | +18.2% | +9.4% | +17.1% |
| 1Y | +27.2% | +26.7% | +0.4% | +15.7% |
| All | +27.2% | +29.6% | -2.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling