+14,159.6%
GWW vs CP
+7,669.4%
+6,490.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.3% |
| 30D | +3.3% | +0.2% | +3.1% | +3.1% |
| 3M | +2.9% | +2.6% | +0.4% | +1.8% |
| 6M | +15.8% | +6.0% | +9.8% | +13.1% |
| YTD | +32.0% | +24.9% | +7.1% | +21.6% |
| 1Y | +29.9% | +20.1% | +9.8% | +21.2% |
| 3Y | +91.1% | +16.4% | +74.7% | +78.0% |
| 5Y | +223.9% | +31.7% | +192.2% | +186.5% |
| 10Y | +567.0% | +223.9% | +343.2% | +335.1% |
| All | +14,159.6% | +7,669.4% | +6,490.2% | +3,318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling