-53.6%
ALB vs GWW
+22.7%
-76.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.0% |
| 7D | -3.6% | +3.7% | -7.3% | -2.9% |
| 30D | -2.9% | +13.6% | -16.5% | -0.2% |
| 3M | -25.8% | +15.4% | -41.2% | -23.4% |
| 6M | -53.6% | +21.8% | -75.4% | -52.7% |
| All | -53.6% | +22.7% | -76.2% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling