+15.4%
GWW vs AGI
-31.2%
+46.6%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -3.1% | -5.3% | +2.1% | -2.9% |
| 30D | -2.3% | +6.8% | -9.1% | -2.7% |
| 3M | -3.3% | +8.3% | -11.6% | -3.5% |
| 6M | +15.4% | -29.2% | +44.6% | +21.4% |
| All | +15.4% | -31.2% | +46.6% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling