+97.6%
AGG vs GWW
+3,684.4%
-3,586.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -0.2% | -1.4% | +1.2% | -0.2% |
| 3M | -0.7% | -3.6% | +2.9% | -0.7% |
| 6M | -1.8% | +15.1% | -16.9% | -1.6% |
| YTD | -0.6% | +27.5% | -28.1% | -0.3% |
| 1Y | +0.4% | +29.6% | -29.2% | +0.7% |
| 3Y | +13.2% | +90.1% | -76.9% | +14.2% |
| 5Y | -2.0% | +222.6% | -224.6% | -0.1% |
| 10Y | +15.1% | +566.5% | -551.4% | +19.8% |
| All | +97.6% | +3,684.4% | -3,586.7% | +115.1% |
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