+12.5%
AGG vs GWW
+89.6%
-77.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -1.1% | -1.9% | +0.8% | -1.1% |
| 3M | -1.9% | -2.4% | +0.5% | -1.9% |
| 6M | -1.7% | +15.7% | -17.4% | -2.0% |
| YTD | -1.3% | +27.6% | -28.9% | -1.8% |
| 1Y | -0.7% | +27.2% | -27.9% | -1.3% |
| 3Y | +12.5% | +89.7% | -77.2% | +8.8% |
| All | +12.5% | +89.6% | -77.2% | +8.8% |
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