+264.1%
AG vs GWW
+88.4%
+175.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -5.8% | -3.1% | -2.6% | -5.0% |
| 30D | +6.4% | -2.3% | +8.7% | +6.9% |
| 3M | +28.4% | -3.3% | +31.7% | +28.7% |
| 6M | -24.5% | +15.4% | -39.8% | -29.1% |
| YTD | +21.2% | +26.7% | -5.6% | +11.8% |
| 1Y | +114.1% | +29.0% | +85.1% | +97.0% |
| All | +264.1% | +88.4% | +175.7% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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