+224.0%
GWW vs CP
+34.0%
+189.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -1.5% | +2.4% | -4.0% | -2.5% |
| 30D | +1.1% | -0.5% | +1.6% | +1.2% |
| 3M | -1.0% | +1.4% | -2.4% | -1.8% |
| 6M | +16.3% | +10.3% | +6.0% | +11.0% |
| YTD | +28.5% | +24.3% | +4.2% | +16.3% |
| 1Y | +30.3% | +20.4% | +9.8% | +19.3% |
| 3Y | +91.6% | +21.8% | +69.8% | +71.1% |
| 5Y | +224.0% | +31.5% | +192.4% | +171.5% |
| All | +224.0% | +34.0% | +189.9% | +171.5% |
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