+15,931.9%
GWW vs APD
+6,445.2%
+9,486.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +14.4% | +2.6% | +11.8% | +13.0% |
| 6M | +21.7% | +4.8% | +16.9% | +18.6% |
| YTD | +48.4% | +31.0% | +17.5% | +31.4% |
| 1Y | +58.4% | +23.4% | +35.0% | +43.3% |
| 3Y | +92.3% | +28.4% | +63.9% | +66.5% |
| 5Y | +221.8% | +15.2% | +206.6% | +186.0% |
| 10Y | +657.6% | +190.7% | +466.9% | +352.7% |
| All | +15,931.9% | +6,445.2% | +9,486.7% | +3,121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling