-35.1%
AUR vs GWW
+222.0%
-257.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +1.4% | -3.4% | +4.8% | +4.0% |
| 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% | +26.0% |
| YTD | +67.4% | +27.6% | +39.9% | +34.3% |
| 1Y | +15.4% | +27.2% | -11.7% | -7.3% |
| 3Y | +94.8% | +89.7% | +5.2% | +15.4% |
| All | -35.1% | +222.0% | -257.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling