+709.1%
GWW vs CG
+351.2%
+357.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +1.4% | -4.3% | +5.7% | +2.6% |
| 30D | +3.3% | -5.1% | +8.4% | +4.6% |
| 3M | +2.9% | +8.7% | -5.8% | 0.0% |
| 6M | +15.8% | -9.2% | +25.0% | +17.8% |
| YTD | +32.0% | -18.9% | +50.9% | +37.8% |
| 1Y | +29.9% | -25.6% | +55.5% | +38.5% |
| 3Y | +91.1% | +57.3% | +33.8% | +57.9% |
| 5Y | +223.9% | +10.2% | +213.8% | +185.7% |
| 10Y | +567.0% | +364.2% | +202.8% | +285.0% |
| All | +709.1% | +351.2% | +357.9% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling