-35.7%
AUR vs GWW
+188.2%
-223.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +1.4% | -3.4% | +4.8% | +3.9% |
| 30D | -6.4% | -1.9% | -4.5% | -5.3% |
| 3M | +7.7% | -2.4% | +10.1% | +8.2% |
| 6M | +44.5% | +15.7% | +28.8% | +26.7% |
| YTD | +67.4% | +27.6% | +39.9% | +35.6% |
| 1Y | +15.4% | +27.2% | -11.7% | -6.4% |
| 3Y | +94.8% | +89.7% | +5.2% | +19.2% |
| 5Y | -35.1% | +223.9% | -259.0% | -67.6% |
| All | -35.7% | +188.2% | -223.9% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling