+222.6%
GWW vs AME
+83.9%
+138.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -0.5% | +1.3% | -1.8% | -1.3% |
| 30D | -1.4% | -6.6% | +5.1% | +2.8% |
| 3M | -3.6% | +3.0% | -6.6% | -6.0% |
| 6M | +15.1% | +5.3% | +9.8% | +10.1% |
| YTD | +27.5% | +15.4% | +12.0% | +14.5% |
| 1Y | +29.6% | +26.8% | +2.8% | +8.9% |
| 3Y | +90.1% | +56.5% | +33.5% | +33.6% |
| 5Y | +222.6% | +85.2% | +137.4% | +98.8% |
| All | +222.6% | +83.9% | +138.7% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling