+561.8%
GWW vs PPG
+26.9%
+534.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -3.4% | -6.2% | +2.9% | -0.4% |
| 30D | -1.9% | -7.9% | +6.0% | +1.9% |
| 3M | -2.4% | -10.2% | +7.8% | +2.0% |
| 6M | +15.7% | +2.7% | +13.1% | +12.3% |
| YTD | +27.6% | +4.9% | +22.7% | +22.1% |
| 1Y | +27.2% | -3.2% | +30.4% | +26.3% |
| 3Y | +89.7% | -17.0% | +106.7% | +99.7% |
| 5Y | +223.9% | -23.3% | +247.3% | +246.4% |
| All | +561.8% | +26.9% | +534.9% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling