+27.2%
GWW vs AFL
+9.8%
+17.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -3.4% | -1.6% | -1.7% | -3.0% |
| 30D | -1.9% | -4.0% | +2.1% | -1.1% |
| 3M | -2.4% | -0.5% | -1.9% | -2.0% |
| 6M | +15.7% | +6.5% | +9.2% | +14.1% |
| YTD | +27.6% | +6.2% | +21.4% | +25.6% |
| 1Y | +27.2% | +8.3% | +18.9% | +24.7% |
| All | +27.2% | +9.8% | +17.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling