+439.9%
AG vs GWW
+2,363.8%
-1,923.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.1% |
| 7D | +4.5% | -1.5% | +6.0% | +5.0% |
| 30D | +12.9% | +1.1% | +11.8% | +12.2% |
| 3M | +20.9% | -1.0% | +21.9% | +20.6% |
| 6M | -19.5% | +16.3% | -35.8% | -24.6% |
| YTD | +24.8% | +28.5% | -3.7% | +12.9% |
| 1Y | +120.2% | +30.3% | +90.0% | +98.2% |
| 3Y | +279.0% | +91.6% | +187.4% | +188.4% |
| 5Y | +67.9% | +224.0% | -156.1% | +1.6% |
| 10Y | +57.5% | +551.3% | -493.8% | -39.3% |
| All | +439.9% | +2,363.8% | -1,923.9% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling