+561.8%
GWW vs AGI
+392.3%
+169.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -3.4% | -2.7% | -0.6% | -3.3% |
| 30D | -1.9% | +7.2% | -9.2% | -2.0% |
| 3M | -2.4% | +4.3% | -6.7% | -2.5% |
| 6M | +15.7% | -27.1% | +42.8% | +16.1% |
| YTD | +27.6% | -6.6% | +34.2% | +27.7% |
| 1Y | +27.2% | +9.5% | +17.7% | +27.2% |
| 3Y | +89.7% | +208.4% | -118.8% | +87.3% |
| 5Y | +223.9% | +401.6% | -177.7% | +217.9% |
| All | +561.8% | +392.3% | +169.4% | +580.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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