+13,589.0%
GWW vs AFL
+18,431.1%
-4,842.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -3.1% | -3.3% | +0.1% | -2.2% |
| 30D | -2.3% | -5.0% | +2.6% | -1.0% |
| 3M | -3.3% | -1.8% | -1.6% | -2.9% |
| 6M | +15.4% | +4.8% | +10.5% | +13.7% |
| YTD | +26.7% | +5.4% | +21.3% | +24.6% |
| 1Y | +29.0% | +9.0% | +20.0% | +25.5% |
| 3Y | +89.0% | +63.0% | +25.9% | +63.2% |
| 5Y | +221.8% | +134.5% | +87.3% | +150.0% |
| 10Y | +562.7% | +298.6% | +264.1% | +337.8% |
| All | +13,589.0% | +18,431.1% | -4,842.1% | +3,955.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling