+222.6%
GWW vs CG
+5.5%
+217.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.1% |
| 7D | -0.5% | -6.4% | +6.0% | +1.1% |
| 30D | -1.4% | -7.1% | +5.6% | +0.1% |
| 3M | -3.6% | -1.6% | -2.1% | -3.7% |
| 6M | +15.1% | -8.3% | +23.5% | +16.5% |
| YTD | +27.5% | -23.8% | +51.3% | +34.4% |
| 1Y | +29.6% | -28.7% | +58.3% | +38.6% |
| 3Y | +90.1% | +49.2% | +40.9% | +63.0% |
| 5Y | +222.6% | +5.5% | +217.1% | +190.2% |
| All | +222.6% | +5.5% | +217.1% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling