+13,589.0%
GWW vs PPG
+2,572.2%
+11,016.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | -3.1% | -5.1% | +2.0% | -0.8% |
| 30D | -2.3% | -9.6% | +7.2% | +2.2% |
| 3M | -3.3% | -6.4% | +3.1% | -1.1% |
| 6M | +15.4% | +0.5% | +14.9% | +13.3% |
| YTD | +26.7% | +4.4% | +22.3% | +22.0% |
| 1Y | +29.0% | -0.9% | +29.9% | +26.9% |
| 3Y | +89.0% | -17.0% | +105.9% | +98.4% |
| 5Y | +221.8% | -23.7% | +245.4% | +242.6% |
| 10Y | +562.7% | +25.9% | +536.8% | +442.0% |
| All | +13,589.0% | +2,572.2% | +11,016.8% | +3,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling