+561.8%
GWW vs APD
+166.7%
+395.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -3.4% | -3.3% | -0.1% | -1.9% |
| 30D | -1.9% | -4.2% | +2.3% | -0.1% |
| 3M | -2.4% | +5.4% | -7.8% | -5.3% |
| 6M | +15.7% | +6.3% | +9.5% | +11.4% |
| YTD | +27.6% | +20.3% | +7.3% | +15.7% |
| 1Y | +27.2% | +1.6% | +25.6% | +24.1% |
| 3Y | +89.7% | +4.0% | +85.7% | +77.2% |
| 5Y | +223.9% | +23.3% | +200.6% | +166.5% |
| All | +561.8% | +166.7% | +395.1% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling