+657.6%
GWW vs CP
+251.7%
+405.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +14.0% | +9.6% | +4.3% | +8.6% |
| 3M | +14.4% | +2.2% | +12.1% | +12.8% |
| 6M | +21.7% | +11.1% | +10.6% | +14.6% |
| YTD | +48.4% | +28.2% | +20.3% | +29.1% |
| 1Y | +58.4% | +32.2% | +26.2% | +35.5% |
| 3Y | +92.3% | +35.5% | +56.8% | +57.7% |
| 5Y | +221.8% | +26.8% | +195.0% | +167.7% |
| 10Y | +657.6% | +256.9% | +400.6% | +244.9% |
| All | +657.6% | +251.7% | +405.8% | +244.9% |
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