+221.8%
GWW vs AME
+79.2%
+142.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +3.7% | +8.1% | -4.4% | -1.1% |
| 30D | +13.6% | -3.8% | +17.4% | +15.5% |
| 3M | +15.4% | -6.6% | +22.0% | +19.3% |
| 6M | +21.8% | +4.6% | +17.2% | +16.4% |
| YTD | +50.0% | +17.9% | +32.1% | +31.5% |
| 1Y | +60.2% | +23.2% | +37.0% | +36.3% |
| 3Y | +94.4% | +62.9% | +31.4% | +30.6% |
| 5Y | +221.8% | +77.5% | +144.3% | +97.6% |
| All | +221.8% | +79.2% | +142.6% | +97.6% |
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