+91.6%
GWW vs CPB
-40.5%
+132.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -2.8% |
| 7D | -1.5% | -8.2% | +6.7% | -1.0% |
| 30D | +1.1% | -5.6% | +6.7% | +1.4% |
| 3M | -1.0% | +3.0% | -4.0% | -1.6% |
| 6M | +16.3% | -12.7% | +29.0% | +17.3% |
| YTD | +28.5% | -18.0% | +46.5% | +30.3% |
| 1Y | +30.3% | -31.7% | +62.0% | +34.2% |
| 3Y | +91.6% | -41.0% | +132.6% | +101.6% |
| All | +91.6% | -40.5% | +132.1% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling