+214.5%
GWW vs CP
+27.1%
+187.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | +5.1% | +2.8% | +2.3% | +3.9% |
| 30D | +12.2% | +11.3% | +0.9% | +7.2% |
| 3M | +13.5% | +2.9% | +10.7% | +12.0% |
| 6M | +17.8% | +9.8% | +8.0% | +12.8% |
| YTD | +44.3% | +28.5% | +15.8% | +28.6% |
| 1Y | +52.8% | +33.5% | +19.3% | +34.0% |
| 3Y | +89.9% | +31.9% | +58.0% | +63.3% |
| 5Y | +214.5% | +25.5% | +189.0% | +168.7% |
| All | +214.5% | +27.1% | +187.4% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling