+669.9%
GWW vs CP
+257.3%
+412.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +3.6% | +2.1% | +1.4% | +2.4% |
| 30D | +12.1% | +9.3% | +2.8% | +7.0% |
| 3M | +12.9% | +0.5% | +12.4% | +12.4% |
| 6M | +19.3% | +10.4% | +8.9% | +12.7% |
| YTD | +48.7% | +28.7% | +20.0% | +29.1% |
| 1Y | +60.5% | +33.2% | +27.3% | +36.8% |
| 3Y | +93.3% | +38.4% | +54.8% | +56.7% |
| 5Y | +219.0% | +26.2% | +192.8% | +166.2% |
| All | +669.9% | +257.3% | +412.5% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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