+3,918.5%
GWW vs AGI
+5,453.2%
-1,534.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.5% |
| 30D | -1.4% | +11.3% | -12.7% | -1.8% |
| 3M | -3.6% | +5.6% | -9.3% | -3.9% |
| 6M | +15.1% | -27.7% | +42.8% | +16.1% |
| YTD | +27.5% | -4.1% | +31.6% | +27.2% |
| 1Y | +29.6% | +13.8% | +15.8% | +28.5% |
| 3Y | +90.1% | +217.0% | -127.0% | +81.4% |
| 5Y | +222.6% | +404.3% | -181.7% | +201.6% |
| 10Y | +566.5% | +400.5% | +166.0% | +510.3% |
| All | +3,918.5% | +5,453.2% | -1,534.7% | +3,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling