+15,512.8%
GWW vs CP
+7,892.9%
+7,619.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | -0.1% |
| 7D | +5.3% | +2.8% | +2.5% | +4.3% |
| 30D | +12.4% | +11.3% | +1.1% | +8.3% |
| 3M | +13.7% | +2.9% | +10.9% | +12.5% |
| 6M | +18.0% | +9.8% | +8.3% | +13.9% |
| YTD | +44.6% | +28.5% | +16.0% | +31.8% |
| 1Y | +53.1% | +33.5% | +19.6% | +37.7% |
| 3Y | +90.2% | +31.9% | +58.3% | +69.6% |
| 5Y | +215.0% | +25.5% | +189.5% | +183.4% |
| 10Y | +658.9% | +257.6% | +401.4% | +380.0% |
| All | +15,512.8% | +7,892.9% | +7,619.8% | +3,604.1% |
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