+90.2%
GWW vs APD
+27.3%
+63.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.2% |
| 7D | +5.3% | -1.6% | +6.8% | +5.6% |
| 30D | +12.4% | +10.6% | +1.8% | +10.1% |
| 3M | +13.7% | +2.5% | +11.2% | +13.1% |
| 6M | +18.0% | +6.0% | +12.1% | +16.3% |
| YTD | +44.6% | +28.4% | +16.1% | +35.4% |
| 1Y | +53.1% | +22.2% | +30.9% | +44.9% |
| 3Y | +90.2% | +26.6% | +63.7% | +81.3% |
| All | +90.2% | +27.3% | +63.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling