+657.6%
GWW vs APD
+187.5%
+470.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | 0.0% | -1.2% | +1.1% | +0.5% |
| 30D | +14.0% | +11.0% | +2.9% | +8.9% |
| 3M | +14.4% | +2.6% | +11.8% | +13.0% |
| 6M | +21.7% | +4.8% | +16.9% | +18.4% |
| YTD | +48.4% | +31.0% | +17.5% | +29.6% |
| 1Y | +58.4% | +23.4% | +35.0% | +41.8% |
| 3Y | +92.3% | +28.4% | +63.9% | +63.0% |
| 5Y | +221.8% | +15.2% | +206.6% | +180.0% |
| 10Y | +657.6% | +190.7% | +466.9% | +258.8% |
| All | +657.6% | +187.5% | +470.1% | +258.8% |
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