+224.0%
GWW vs APD
+26.2%
+197.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | +1.1% | -1.9% | +3.0% | +1.6% |
| 3M | -1.0% | +8.2% | -9.2% | -3.7% |
| 6M | +16.3% | +10.7% | +5.6% | +11.9% |
| YTD | +28.5% | +22.9% | +5.6% | +19.4% |
| 1Y | +30.3% | +5.8% | +24.5% | +26.8% |
| 3Y | +91.6% | +7.8% | +83.8% | +83.1% |
| 5Y | +224.0% | +26.1% | +197.9% | +169.6% |
| All | +224.0% | +26.2% | +197.7% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling