+2,150.3%
ALB vs GWW
+7,987.4%
-5,837.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.7% |
| 7D | -3.6% | +3.7% | -7.3% | -5.3% |
| 30D | -2.9% | +13.6% | -16.5% | -8.9% |
| 3M | -25.8% | +15.4% | -41.2% | -31.2% |
| 6M | -53.6% | +21.8% | -75.4% | -58.4% |
| YTD | -32.4% | +50.0% | -82.4% | -45.6% |
| 1Y | -13.0% | +60.2% | -73.3% | -32.3% |
| 3Y | -15.0% | +94.4% | -109.4% | -40.3% |
| 5Y | -63.5% | +221.8% | -285.3% | -80.2% |
| 10Y | +34.7% | +665.8% | -631.0% | -53.6% |
| All | +2,150.3% | +7,987.4% | -5,837.1% | +247.9% |
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