+669.9%
GWW vs APD
+191.9%
+478.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.6% | +3.8% | -0.3% | +1.9% |
| 30D | +12.1% | +8.2% | +3.9% | +8.3% |
| 3M | +12.9% | +4.3% | +8.6% | +10.7% |
| 6M | +19.3% | +4.7% | +14.6% | +16.2% |
| YTD | +48.7% | +31.5% | +17.2% | +29.6% |
| 1Y | +60.5% | +23.5% | +37.0% | +43.6% |
| 3Y | +93.3% | +29.1% | +64.1% | +63.4% |
| 5Y | +219.0% | +15.9% | +203.1% | +176.8% |
| All | +669.9% | +191.9% | +478.0% | +267.8% |
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