+669.9%
GWW vs CG
+278.5%
+391.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +3.6% | +0.2% | +3.4% | +3.3% |
| 30D | +12.1% | +11.2% | +0.9% | +8.5% |
| 3M | +12.9% | -22.1% | +35.0% | +21.0% |
| 6M | +19.3% | -17.9% | +37.2% | +25.3% |
| YTD | +48.7% | -31.3% | +80.0% | +63.1% |
| 1Y | +60.5% | -24.0% | +84.5% | +70.3% |
| 3Y | +93.3% | +45.0% | +48.3% | +59.0% |
| 5Y | +219.0% | -22.6% | +241.6% | +212.6% |
| All | +669.9% | +278.5% | +391.4% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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