+561.8%
GWW vs AFL
+303.3%
+258.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -3.4% | -1.6% | -1.7% | -2.7% |
| 30D | -1.9% | -4.0% | +2.1% | -0.2% |
| 3M | -2.4% | -0.5% | -1.9% | -2.4% |
| 6M | +15.7% | +6.5% | +9.2% | +12.2% |
| YTD | +27.6% | +6.2% | +21.4% | +23.7% |
| 1Y | +27.2% | +8.3% | +18.9% | +22.0% |
| 3Y | +89.7% | +62.5% | +27.1% | +49.5% |
| 5Y | +223.9% | +136.2% | +87.8% | +112.1% |
| All | +561.8% | +303.3% | +258.5% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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