+91.6%
GWW vs APD
+10.0%
+81.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -1.5% | -2.5% | +1.0% | -1.1% |
| 30D | +1.1% | -1.9% | +3.0% | +1.5% |
| 3M | -1.0% | +8.2% | -9.2% | -2.9% |
| 6M | +16.3% | +10.7% | +5.6% | +13.2% |
| YTD | +28.5% | +22.9% | +5.6% | +21.9% |
| 1Y | +30.3% | +5.8% | +24.5% | +27.9% |
| 3Y | +91.6% | +7.8% | +83.8% | +85.1% |
| All | +91.6% | +10.0% | +81.6% | +85.1% |
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