+95.0%
GWW vs AME
+63.5%
+31.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +3.7% | +8.1% | -4.4% | 0.0% |
| 30D | +13.6% | -3.8% | +17.4% | +15.2% |
| 3M | +15.4% | -6.6% | +22.0% | +18.6% |
| 6M | +21.8% | +4.6% | +17.2% | +17.5% |
| YTD | +50.0% | +17.9% | +32.1% | +35.0% |
| 1Y | +60.2% | +23.2% | +37.0% | +40.8% |
| All | +95.0% | +63.5% | +31.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling